+29.3%
IYR vs ADM
+20.9%
+8.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -2.4% | +8.2% | -10.6% | -3.3% |
| 3M | -2.0% | +8.7% | -10.7% | -3.1% |
| 6M | +2.5% | +29.1% | -26.6% | -1.3% |
| YTD | +8.3% | +53.7% | -45.3% | +1.5% |
| 1Y | +6.5% | +43.2% | -36.8% | +0.7% |
| All | +29.3% | +20.9% | +8.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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