+5.9%
IYR vs AA
-16.1%
+22.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -0.1% | +5.3% | -5.4% | -0.8% |
| 30D | +5.7% | -2.3% | +8.0% | +5.9% |
| 3M | -0.6% | -20.8% | +20.2% | +2.0% |
| 6M | +0.5% | -39.8% | +40.3% | +6.1% |
| YTD | +10.4% | -23.3% | +33.7% | +11.5% |
| 1Y | +9.2% | +1.8% | +7.3% | +5.5% |
| 3Y | +40.5% | +69.5% | -29.0% | +19.7% |
| 5Y | +5.9% | -18.0% | +23.9% | -3.0% |
| All | +5.9% | -16.1% | +22.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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