+83.6%
IYR vs ACM
+132.6%
-49.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.6% | +5.6% | -5.0% | -1.4% |
| 30D | +6.6% | +20.8% | -14.3% | -0.4% |
| 3M | -1.8% | +11.4% | -13.2% | -5.9% |
| 6M | +1.4% | +0.9% | +0.5% | -0.1% |
| YTD | +10.5% | -24.8% | +35.3% | +19.8% |
| 1Y | +10.6% | -46.4% | +57.1% | +36.3% |
| 3Y | +41.8% | -9.2% | +51.0% | +38.7% |
| 5Y | +6.0% | +5.0% | +1.1% | -2.9% |
| All | +83.6% | +132.6% | -49.0% | +22.7% |
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