+83.6%
IYR vs ALB
+32.4%
+51.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.6% | -5.8% | +6.4% | +1.5% |
| 30D | +6.6% | -4.5% | +11.1% | +7.2% |
| 3M | -1.8% | -28.1% | +26.3% | +3.1% |
| 6M | +1.4% | -53.2% | +54.6% | +13.7% |
| YTD | +10.5% | -33.3% | +43.8% | +14.8% |
| 1Y | +10.6% | -17.4% | +28.1% | +10.4% |
| 3Y | +41.8% | -14.1% | +56.0% | +31.7% |
| 5Y | +6.0% | -64.0% | +70.1% | +14.1% |
| All | +83.6% | +32.4% | +51.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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