+6.5%
IYR vs ACM
-48.7%
+55.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.9% |
| 7D | -0.9% | -3.7% | +2.8% | -0.7% |
| 30D | -2.4% | -12.7% | +10.3% | -1.5% |
| 3M | -2.0% | -9.8% | +7.8% | -1.4% |
| 6M | +2.5% | -31.4% | +33.9% | +4.9% |
| YTD | +8.3% | -32.1% | +40.4% | +10.9% |
| 1Y | +6.5% | -47.8% | +54.3% | +10.3% |
| All | +6.5% | -48.7% | +55.2% | +10.3% |
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