+5.6%
IYR vs AG
+119.5%
-113.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.8% |
| 7D | -2.8% | -5.8% | +3.0% | -2.7% |
| 30D | -2.5% | +6.4% | -8.9% | -2.7% |
| 3M | -3.0% | +28.4% | -31.3% | -3.8% |
| 6M | +1.6% | -24.5% | +26.1% | +2.2% |
| YTD | +7.3% | +21.2% | -13.9% | +6.2% |
| 1Y | +5.6% | +114.1% | -108.5% | +2.7% |
| All | +5.6% | +119.5% | -113.8% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling