+142.1%
IYR vs ACM
+252.7%
-110.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +2.1% | +6.6% | -4.5% | -0.6% |
| 30D | +7.2% | +19.8% | -12.6% | -0.6% |
| 3M | +0.4% | -3.1% | +3.5% | +0.7% |
| 6M | +1.4% | -11.5% | +12.9% | +4.7% |
| YTD | +11.3% | -24.7% | +36.0% | +21.6% |
| 1Y | +10.5% | -45.1% | +55.5% | +37.1% |
| 3Y | +41.7% | -8.9% | +50.6% | +39.0% |
| 5Y | +7.1% | +5.4% | +1.7% | -2.3% |
| 10Y | +89.1% | +131.1% | -42.0% | +12.0% |
| All | +142.1% | +252.7% | -110.7% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling