+23.4%
BA vs IYR
+87.2%
-63.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -0.6% | -0.1% | -0.4% | -0.5% |
| 30D | -8.0% | +5.7% | -13.7% | -13.2% |
| 3M | -25.8% | -0.6% | -25.2% | -25.4% |
| 6M | -27.6% | +0.5% | -28.1% | -28.5% |
| YTD | -21.0% | +10.4% | -31.4% | -29.3% |
| 1Y | -12.3% | +9.2% | -21.4% | -20.6% |
| 3Y | -12.8% | +40.5% | -53.3% | -42.4% |
| 5Y | -22.4% | +5.9% | -28.3% | -29.5% |
| All | +23.4% | +87.2% | -63.8% | -30.4% |
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