+306.6%
BAC vs IYR
+711.5%
-404.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -0.6% |
| 30D | -7.2% | +6.1% | -13.3% | -12.6% |
| 3M | -20.4% | +0.9% | -21.4% | -21.3% |
| 6M | +1.3% | +1.2% | +0.1% | -0.4% |
| YTD | -6.4% | +11.1% | -17.5% | -16.6% |
| 1Y | -3.5% | +9.0% | -12.5% | -12.3% |
| 3Y | +96.7% | +41.4% | +55.3% | +34.4% |
| 5Y | +20.6% | +6.7% | +13.9% | +7.1% |
| 10Y | +233.0% | +87.7% | +145.4% | +56.7% |
| All | +306.6% | +711.5% | -404.9% | -43.9% |
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