+5.7%
IYR vs AG
+69.4%
-63.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -2.4% | +12.5% | -14.8% | -3.4% |
| 3M | -2.0% | +28.2% | -30.2% | -4.4% |
| 6M | +2.5% | -18.8% | +21.3% | +3.4% |
| YTD | +8.3% | +27.4% | -19.1% | +3.9% |
| 1Y | +6.5% | +132.2% | -125.7% | -4.7% |
| 3Y | +29.3% | +286.9% | -257.5% | +4.6% |
| 5Y | +5.7% | +72.8% | -67.1% | -8.5% |
| All | +5.7% | +69.4% | -63.7% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling