+147.8%
IYR vs AG
+445.6%
-297.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.5% |
| 7D | -1.2% | +1.0% | -2.3% | -1.4% |
| 30D | -2.9% | +19.2% | -22.0% | -4.6% |
| 3M | +0.8% | +6.2% | -5.3% | -0.3% |
| 6M | +1.9% | -26.7% | +28.5% | +3.6% |
| YTD | +9.6% | +26.1% | -16.5% | +5.1% |
| 1Y | +8.1% | +131.7% | -123.6% | -3.1% |
| 3Y | +29.2% | +255.3% | -226.1% | +7.5% |
| 5Y | +4.3% | +61.9% | -57.7% | -8.8% |
| 10Y | +64.7% | +72.0% | -7.3% | +31.5% |
| All | +147.8% | +445.6% | -297.8% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling