+83.6%
IYR vs AG
+76.0%
+7.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +0.6% | -10.0% | +10.6% | +1.3% |
| 30D | +6.6% | -10.5% | +17.0% | +7.3% |
| 3M | -1.8% | -27.3% | +25.4% | +0.1% |
| 6M | +1.4% | -43.0% | +44.4% | +4.8% |
| YTD | +10.5% | -17.9% | +28.4% | +10.0% |
| 1Y | +10.6% | +11.9% | -1.3% | +7.3% |
| 3Y | +41.8% | +201.8% | -160.0% | +23.2% |
| 5Y | +6.0% | -0.1% | +6.1% | -2.3% |
| All | +83.6% | +76.0% | +7.6% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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