+30.8%
IYR vs AG
+272.3%
-241.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -0.4% | +4.5% | -4.9% | -0.6% |
| 30D | -2.5% | +12.9% | -15.4% | -3.3% |
| 3M | +1.5% | +20.9% | -19.5% | +0.1% |
| 6M | +3.9% | -19.5% | +23.4% | +4.6% |
| YTD | +9.5% | +24.8% | -15.3% | +6.6% |
| 1Y | +7.5% | +120.2% | -112.8% | -0.4% |
| 3Y | +30.8% | +279.0% | -248.2% | +9.8% |
| All | +30.8% | +272.3% | -241.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling