-26.4%
BA vs IYR
+6.0%
-32.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | -7.1% | +6.6% | -13.7% | -11.3% |
| 3M | -25.5% | -1.8% | -23.7% | -24.6% |
| 6M | -28.7% | +1.4% | -30.2% | -29.7% |
| YTD | -21.0% | +10.5% | -31.5% | -27.0% |
| 1Y | -11.9% | +10.6% | -22.5% | -18.6% |
| 3Y | -16.2% | +41.8% | -58.0% | -38.2% |
| All | -26.4% | +6.0% | -32.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling