+702.4%
IYR vs ACGL
+6,783.9%
-6,081.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.7% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | +8.2% | +13.7% | -5.5% | +2.1% |
| 3M | -1.7% | +8.0% | -9.8% | -5.3% |
| 6M | -0.4% | +13.3% | -13.7% | -6.2% |
| YTD | +9.9% | +11.8% | -2.0% | +3.6% |
| 1Y | +10.4% | +22.2% | -11.8% | 0.0% |
| 3Y | +38.4% | +32.5% | +6.0% | +17.2% |
| 5Y | +5.2% | +160.2% | -155.0% | -37.4% |
| 10Y | +83.8% | +338.5% | -254.7% | -19.3% |
| All | +702.4% | +6,783.9% | -6,081.5% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling