+138.3%
IYR vs ACM
+230.8%
-92.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | -3.7% | +2.5% | +0.3% |
| 30D | -2.9% | -11.1% | +8.3% | +1.2% |
| 3M | +0.8% | -8.0% | +8.8% | +3.2% |
| 6M | +1.9% | -29.7% | +31.5% | +15.7% |
| YTD | +9.6% | -29.4% | +39.0% | +23.2% |
| 1Y | +8.1% | -46.4% | +54.5% | +35.5% |
| 3Y | +29.2% | -22.3% | +51.5% | +35.9% |
| 5Y | +4.3% | +4.5% | -0.2% | -4.8% |
| 10Y | +64.7% | +127.6% | -62.9% | -2.5% |
| All | +138.3% | +230.8% | -92.5% | +1.6% |
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 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