+10.6%
IYR vs ACI
-23.3%
+34.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +0.6% | +2.3% | -1.7% | +0.4% |
| 30D | +6.6% | +1.2% | +5.3% | +6.5% |
| 3M | -1.8% | +6.8% | -8.6% | -2.2% |
| 6M | +1.4% | -18.7% | +20.2% | +2.5% |
| YTD | +10.5% | -20.2% | +30.7% | +11.5% |
| 1Y | +10.6% | -23.7% | +34.4% | +13.0% |
| All | +10.6% | -23.3% | +34.0% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling