+7.1%
IYR vs ACI
-39.7%
+46.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | +7.2% | +9.5% | -2.4% | +5.7% |
| 3M | +0.4% | +10.1% | -9.7% | -1.2% |
| 6M | +1.4% | -15.4% | +16.8% | +3.3% |
| YTD | +11.3% | -19.5% | +30.9% | +14.0% |
| 1Y | +10.5% | -21.0% | +31.5% | +13.4% |
| 3Y | +41.7% | -31.2% | +72.9% | +48.2% |
| 5Y | +7.1% | -40.6% | +47.7% | +11.9% |
| All | +7.1% | -39.7% | +46.7% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling