-22.1%
BA vs IYR
+5.0%
-27.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | +1.1% | +2.0% | -0.9% | -0.3% |
| 30D | -7.9% | +8.2% | -16.2% | -13.1% |
| 3M | -25.3% | -1.7% | -23.6% | -24.4% |
| 6M | -24.6% | -0.4% | -24.2% | -24.6% |
| YTD | -20.1% | +9.9% | -30.0% | -25.8% |
| 1Y | -11.8% | +10.4% | -22.2% | -18.4% |
| 3Y | -10.1% | +38.4% | -48.6% | -32.5% |
| All | -22.1% | +5.0% | -27.1% | -24.6% |
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