+30.8%
IYR vs ACM
-19.8%
+50.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -2.5% | -12.9% | +10.4% | +0.3% |
| 3M | +1.5% | -6.4% | +7.8% | +2.5% |
| 6M | +3.9% | -29.2% | +33.1% | +12.3% |
| YTD | +9.5% | -29.9% | +39.5% | +17.9% |
| 1Y | +7.5% | -47.3% | +54.7% | +26.2% |
| 3Y | +30.8% | -19.6% | +50.4% | +21.6% |
| All | +30.8% | -19.8% | +50.6% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling