-16.1%
BA vs IYR
+41.6%
-57.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -0.6% | -0.1% | -0.4% | -0.5% |
| 30D | -8.0% | +5.7% | -13.7% | -10.8% |
| 3M | -25.8% | -0.6% | -25.2% | -25.6% |
| 6M | -27.6% | +0.5% | -28.1% | -28.0% |
| YTD | -21.0% | +10.4% | -31.4% | -25.5% |
| 1Y | -12.3% | +9.2% | -21.4% | -16.7% |
| All | -16.1% | +41.6% | -57.7% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling