+495.8%
IYR vs AGI
+5,453.2%
-4,957.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -0.9% | +2.2% | -3.1% | -1.0% |
| 30D | -2.4% | +11.3% | -13.6% | -3.0% |
| 3M | -2.0% | +5.6% | -7.7% | -2.5% |
| 6M | +2.5% | -27.7% | +30.1% | +3.9% |
| YTD | +8.3% | -4.1% | +12.4% | +7.9% |
| 1Y | +6.5% | +13.8% | -7.3% | +4.9% |
| 3Y | +29.3% | +217.0% | -187.7% | +19.9% |
| 5Y | +5.7% | +404.3% | -398.7% | -4.8% |
| 10Y | +69.2% | +400.5% | -331.3% | +48.2% |
| All | +495.8% | +5,453.2% | -4,957.3% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling