+89.1%
IYR vs ACM
+133.7%
-44.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +2.1% | +6.6% | -4.5% | -0.2% |
| 30D | +7.2% | +19.8% | -12.6% | +0.6% |
| 3M | +0.4% | -3.1% | +3.5% | +0.8% |
| 6M | +1.4% | -11.5% | +12.9% | +4.4% |
| YTD | +11.3% | -24.7% | +36.0% | +20.5% |
| 1Y | +10.5% | -45.1% | +55.5% | +34.3% |
| 3Y | +41.7% | -8.9% | +50.6% | +38.6% |
| 5Y | +7.1% | +5.4% | +1.7% | -1.8% |
| 10Y | +89.1% | +131.1% | -42.0% | +25.5% |
| All | +89.1% | +133.7% | -44.6% | +25.5% |
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