+4.8%
IYR vs ACM
+4.8%
0.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -2.5% | -12.9% | +10.4% | +1.5% |
| 3M | +1.5% | -6.4% | +7.8% | +2.8% |
| 6M | +3.9% | -29.2% | +33.1% | +15.6% |
| YTD | +9.5% | -29.9% | +39.5% | +21.2% |
| 1Y | +7.5% | -47.3% | +54.7% | +32.5% |
| 3Y | +30.8% | -19.6% | +50.4% | +29.5% |
| 5Y | +4.8% | +5.5% | -0.7% | -7.2% |
| All | +4.8% | +4.8% | 0.0% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling