+73.1%
BAC vs IYR
+4.2%
+68.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.2% |
| 7D | +0.6% | -0.9% | +1.5% | +1.2% |
| 30D | -1.4% | -2.4% | +1.0% | +0.2% |
| 3M | +15.7% | -2.0% | +17.8% | +17.2% |
| 6M | +32.2% | +2.5% | +29.7% | +29.5% |
| YTD | +15.8% | +8.3% | +7.5% | +8.9% |
| 1Y | +27.3% | +6.5% | +20.8% | +21.2% |
| 3Y | +137.5% | +29.3% | +108.1% | +94.4% |
| 5Y | +73.1% | +5.7% | +67.4% | +61.0% |
| All | +73.1% | +4.2% | +68.8% | +61.0% |
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