+69.2%
IYR vs ACM
+124.8%
-55.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | +0.4% |
| 30D | -2.4% | -12.7% | +10.3% | +1.7% |
| 3M | -2.0% | -9.8% | +7.8% | +0.6% |
| 6M | +2.5% | -31.4% | +33.9% | +15.3% |
| YTD | +8.3% | -32.1% | +40.4% | +21.4% |
| 1Y | +6.5% | -47.8% | +54.3% | +30.7% |
| 3Y | +29.3% | -22.1% | +51.4% | +34.1% |
| 5Y | +5.7% | +1.8% | +3.9% | -1.8% |
| 10Y | +69.2% | +132.5% | -63.3% | +20.1% |
| All | +69.2% | +124.8% | -55.5% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling