+66.9%
IYR vs AGI
+392.3%
-325.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.4% | -2.7% | +1.4% | -1.2% |
| 30D | -2.7% | +7.2% | -9.9% | -3.1% |
| 3M | -2.1% | +4.3% | -6.4% | -2.6% |
| 6M | +3.6% | -27.1% | +30.7% | +5.2% |
| YTD | +8.1% | -6.6% | +14.7% | +7.8% |
| 1Y | +4.7% | +9.5% | -4.8% | +3.1% |
| 3Y | +29.1% | +208.4% | -179.3% | +18.3% |
| 5Y | +6.9% | +401.6% | -394.7% | -4.8% |
| All | +66.9% | +392.3% | -325.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling