-8.8%
BA vs IYR
+8.1%
-16.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | -10.1% | -2.5% | -7.6% | -8.9% |
| 3M | -2.4% | +1.5% | -3.9% | -4.0% |
| 6M | -8.8% | +3.9% | -12.7% | -12.4% |
| YTD | -2.9% | +9.5% | -12.5% | -8.7% |
| 1Y | -8.8% | +7.5% | -16.2% | -14.2% |
| All | -8.8% | +8.1% | -16.9% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling