+707.1%
IYR vs A
+371.1%
+336.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +0.6% | -0.5% | +1.0% | +0.7% |
| 30D | +6.6% | 0.0% | +6.6% | +6.4% |
| 3M | -1.8% | +16.7% | -18.5% | -6.3% |
| 6M | +1.4% | +54.8% | -53.4% | -11.2% |
| YTD | +10.5% | +28.8% | -18.3% | +1.4% |
| 1Y | +10.6% | +19.3% | -8.7% | +3.7% |
| 3Y | +41.8% | +65.5% | -23.7% | +19.0% |
| 5Y | +6.0% | +12.1% | -6.0% | -1.9% |
| 10Y | +86.7% | +305.4% | -218.7% | +20.3% |
| All | +707.1% | +371.1% | +336.0% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling