+700.6%
IYR vs AA
-5.8%
+706.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -1.2% | -0.7% | -0.6% | -1.1% |
| 30D | -2.9% | +5.0% | -7.8% | -4.3% |
| 3M | +0.8% | -35.8% | +36.7% | +10.5% |
| 6M | +1.9% | -18.4% | +20.2% | +4.2% |
| YTD | +9.6% | -5.5% | +15.1% | +7.3% |
| 1Y | +8.1% | +61.0% | -52.9% | -8.3% |
| 3Y | +29.2% | +66.2% | -37.0% | +2.0% |
| 5Y | +4.3% | +11.4% | -7.1% | -16.9% |
| 10Y | +64.7% | +116.9% | -52.2% | -14.8% |
| All | +700.6% | -5.8% | +706.4% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling