+83.2%
IYR vs ACWI
+218.5%
-135.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.0% | -2.4% | +4.3% | +4.0% |
| 30D | +8.2% | -5.2% | +13.4% | +13.1% |
| 3M | -1.7% | -4.8% | +3.1% | +2.3% |
| 6M | -0.4% | -1.3% | +0.9% | 0.0% |
| YTD | +9.9% | +8.4% | +1.5% | +1.3% |
| 1Y | +10.4% | +11.0% | -0.6% | -0.5% |
| 3Y | +38.4% | +70.6% | -32.1% | -16.4% |
| 5Y | +5.2% | +55.3% | -50.1% | -31.0% |
| All | +83.2% | +218.5% | -135.3% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling