+41.8%
IYR vs AG
+195.3%
-153.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +0.6% | -10.0% | +10.6% | +1.2% |
| 30D | +6.6% | -10.5% | +17.0% | +7.1% |
| 3M | -1.8% | -27.3% | +25.4% | -0.2% |
| 6M | +1.4% | -43.0% | +44.4% | +4.4% |
| YTD | +10.5% | -17.9% | +28.4% | +9.8% |
| 1Y | +10.6% | +11.9% | -1.3% | +7.2% |
| 3Y | +41.8% | +201.8% | -160.0% | +13.8% |
| All | +41.8% | +195.3% | -153.5% | +13.8% |
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