+584.0%
BA vs IYR
+702.4%
-118.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +1.1% | +2.0% | -0.9% | -0.1% |
| 30D | -7.9% | +8.2% | -16.2% | -12.2% |
| 3M | -25.3% | -1.7% | -23.6% | -24.5% |
| 6M | -24.6% | -0.4% | -24.2% | -24.6% |
| YTD | -20.1% | +9.9% | -30.0% | -24.7% |
| 1Y | -11.8% | +10.4% | -22.2% | -17.1% |
| 3Y | -10.1% | +38.4% | -48.6% | -27.1% |
| 5Y | -22.7% | +5.2% | -28.0% | -25.7% |
| 10Y | +35.1% | +83.8% | -48.8% | +1.4% |
| All | +584.0% | +702.4% | -118.5% | +65.8% |
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