+500.0%
APP vs IYR
+23.0%
+477.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.5% |
| 7D | +71.2% | +2.0% | +69.2% | +66.9% |
| 30D | +39.1% | +8.2% | +30.8% | +26.6% |
| 3M | +16.5% | -1.7% | +18.3% | +18.2% |
| 6M | -16.6% | -0.4% | -16.2% | -17.5% |
| YTD | -41.9% | +9.9% | -51.8% | -49.4% |
| 1Y | -37.0% | +10.4% | -47.5% | -45.7% |
| 3Y | +892.4% | +38.4% | +854.0% | +529.7% |
| 5Y | +297.3% | +5.2% | +292.1% | +261.9% |
| All | +500.0% | +23.0% | +477.1% | +388.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling