+65.6%
IYR vs AG
+73.4%
-7.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.6% |
| 7D | -2.8% | -5.8% | +3.0% | -2.4% |
| 30D | -2.5% | +6.4% | -8.9% | -3.1% |
| 3M | -3.0% | +28.4% | -31.3% | -5.0% |
| 6M | +1.6% | -24.5% | +26.1% | +2.9% |
| YTD | +7.3% | +21.2% | -13.9% | +4.1% |
| 1Y | +5.6% | +114.1% | -108.5% | -2.6% |
| 3Y | +28.1% | +268.0% | -239.9% | +10.1% |
| 5Y | +6.1% | +67.3% | -61.2% | -5.3% |
| All | +65.6% | +73.4% | -7.8% | +46.3% |
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