+30.8%
IYR vs A
+29.5%
+1.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | -2.5% | +0.6% | -3.1% | -2.8% |
| 3M | +1.5% | +10.9% | -9.4% | -1.2% |
| 6M | +3.9% | +28.2% | -24.3% | -2.9% |
| YTD | +9.5% | +8.6% | +1.0% | +6.9% |
| 1Y | +7.5% | +15.5% | -8.1% | +2.7% |
| 3Y | +30.8% | +31.8% | -1.0% | +14.0% |
| All | +30.8% | +29.5% | +1.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling