+579.9%
BA vs IYR
+714.7%
-134.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.5% |
| 7D | -1.7% | +2.3% | -4.0% | -3.1% |
| 30D | -9.5% | +7.4% | -16.8% | -13.3% |
| 3M | -26.5% | -0.7% | -25.8% | -26.2% |
| 6M | -27.4% | +1.6% | -29.0% | -28.3% |
| YTD | -20.6% | +11.6% | -32.2% | -25.8% |
| 1Y | -11.4% | +10.5% | -21.9% | -16.8% |
| 3Y | -10.8% | +43.4% | -54.2% | -29.2% |
| 5Y | -21.9% | +6.8% | -28.7% | -25.7% |
| 10Y | +28.1% | +86.0% | -57.8% | -4.5% |
| All | +579.9% | +714.7% | -134.8% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling