+55.3%
IYR vs ACI
+25.9%
+29.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -2.9% | +5.9% | -8.8% | -3.5% |
| 3M | +0.8% | -19.8% | +20.6% | +2.8% |
| 6M | +1.9% | -24.7% | +26.6% | +4.5% |
| YTD | +9.6% | -24.4% | +34.0% | +12.3% |
| 1Y | +8.1% | -31.5% | +39.6% | +11.8% |
| 3Y | +29.2% | -38.7% | +67.9% | +34.9% |
| 5Y | +4.3% | -42.8% | +47.1% | +8.1% |
| All | +55.3% | +25.9% | +29.4% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling