+12.4%
IYR vs ACM
-46.6%
+59.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.9% |
| 7D | +6.9% | +9.5% | -2.6% | +6.1% |
| 30D | +10.2% | +14.7% | -4.5% | +8.9% |
| 3M | -0.3% | -9.5% | +9.2% | +0.1% |
| 6M | +3.6% | -18.0% | +21.7% | +4.7% |
| YTD | +12.5% | -27.3% | +39.7% | +14.4% |
| 1Y | +12.4% | -47.0% | +59.4% | +16.3% |
| All | +12.4% | -46.6% | +59.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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