+69.2%
IYR vs ALB
+80.1%
-10.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -0.9% | -8.6% | +7.7% | +0.5% |
| 30D | -2.4% | -4.0% | +1.7% | -1.9% |
| 3M | -2.0% | -17.4% | +15.4% | +0.5% |
| 6M | +2.5% | -25.4% | +27.9% | +6.0% |
| YTD | +8.3% | -10.5% | +18.8% | +7.7% |
| 1Y | +6.5% | +75.8% | -69.4% | -7.4% |
| 3Y | +29.3% | -28.5% | +57.8% | +26.8% |
| 5Y | +5.7% | -45.1% | +50.8% | +5.4% |
| 10Y | +69.2% | +87.3% | -18.1% | +12.5% |
| All | +69.2% | +80.1% | -10.9% | +12.5% |
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