+30.8%
IYR vs ACWI
+76.1%
-45.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | -2.9% | +0.9% | -3.7% | -3.4% |
| 3M | +0.8% | +2.4% | -1.6% | -0.9% |
| 6M | +1.9% | +12.4% | -10.5% | -6.2% |
| YTD | +9.6% | +15.2% | -5.5% | -1.0% |
| 1Y | +8.1% | +22.7% | -14.6% | -7.0% |
| All | +30.8% | +76.1% | -45.3% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling