+41.8%
IYR vs ADM
+11.2%
+30.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +0.6% | +4.2% | -3.6% | +0.1% |
| 30D | +6.6% | -12.8% | +19.4% | +8.1% |
| 3M | -1.8% | -8.5% | +6.6% | -1.0% |
| 6M | +1.4% | -10.9% | +12.4% | +2.5% |
| YTD | +10.5% | +29.4% | -18.9% | +5.9% |
| 1Y | +10.6% | +27.5% | -16.9% | +6.2% |
| 3Y | +41.8% | +10.3% | +31.5% | +36.3% |
| All | +41.8% | +11.2% | +30.6% | +36.3% |
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