+56.4%
IYR vs ACI
+33.9%
+22.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -0.1% | -0.5% | +0.3% | -0.1% |
| 30D | +5.7% | +4.9% | +0.8% | +5.1% |
| 3M | -0.6% | +11.1% | -11.7% | -1.8% |
| 6M | +0.5% | -14.9% | +15.4% | +1.7% |
| YTD | +10.4% | -19.6% | +30.0% | +12.2% |
| 1Y | +9.2% | -22.7% | +31.9% | +11.5% |
| 3Y | +40.5% | -31.2% | +71.8% | +44.8% |
| 5Y | +5.9% | -42.3% | +48.3% | +9.3% |
| All | +56.4% | +33.9% | +22.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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