+193.0%
ARM vs IYR
+33.3%
+159.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +5.6% |
| 7D | -5.3% | +2.3% | -7.6% | -6.7% |
| 30D | -30.0% | +7.4% | -37.4% | -33.7% |
| 3M | -34.1% | -0.7% | -33.4% | -33.7% |
| 6M | -12.6% | +1.6% | -14.3% | -15.4% |
| YTD | +70.4% | +11.6% | +58.9% | +50.7% |
| 1Y | +22.3% | +10.5% | +11.8% | +9.0% |
| 3Y | +261.2% | +43.4% | +217.8% | +139.4% |
| All | +193.0% | +33.3% | +159.7% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling