+64.3%
IYR vs ACGL
+263.8%
-199.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.9% |
| 7D | -0.4% | -2.9% | +2.6% | +0.8% |
| 30D | -2.5% | -2.8% | +0.3% | -1.4% |
| 3M | +1.5% | +6.8% | -5.4% | -1.4% |
| 6M | +3.9% | -1.5% | +5.4% | +4.1% |
| YTD | +9.5% | -0.2% | +9.8% | +8.9% |
| 1Y | +7.5% | +5.3% | +2.2% | +4.2% |
| 3Y | +30.8% | +30.3% | +0.5% | +12.2% |
| 5Y | +4.8% | +151.8% | -147.0% | -36.6% |
| 10Y | +64.3% | +266.9% | -202.5% | -17.6% |
| All | +64.3% | +263.8% | -199.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling