+142.5%
IYR vs ACM
+250.7%
-108.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | -0.6% |
| 7D | +2.3% | +6.9% | -4.6% | -0.5% |
| 30D | +7.4% | +19.1% | -11.7% | -0.1% |
| 3M | -0.7% | -6.9% | +6.2% | +1.3% |
| 6M | +1.6% | -12.0% | +13.7% | +5.2% |
| YTD | +11.6% | -25.1% | +36.7% | +22.1% |
| 1Y | +10.5% | -45.4% | +55.9% | +37.5% |
| 3Y | +43.4% | -6.9% | +50.3% | +39.3% |
| 5Y | +6.8% | +3.7% | +3.1% | -1.9% |
| 10Y | +86.0% | +135.8% | -49.8% | +9.1% |
| All | +142.5% | +250.7% | -108.1% | +0.7% |
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