+89.1%
IYR vs ALB
+34.3%
+54.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.5% |
| 7D | +2.1% | +5.3% | -3.2% | +1.2% |
| 30D | +7.2% | -6.3% | +13.4% | +8.1% |
| 3M | +0.4% | -27.4% | +27.8% | +5.2% |
| 6M | +1.4% | -53.1% | +54.5% | +13.6% |
| YTD | +11.3% | -32.3% | +43.7% | +15.4% |
| 1Y | +10.5% | -7.3% | +17.8% | +7.9% |
| 3Y | +41.7% | -14.9% | +56.6% | +32.0% |
| 5Y | +7.1% | -62.0% | +69.1% | +13.9% |
| 10Y | +89.1% | +33.0% | +56.1% | +38.7% |
| All | +89.1% | +34.3% | +54.7% | +38.7% |
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