+30.8%
IYR vs ALB
-27.5%
+58.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | -0.4% | -4.4% | +4.0% | 0.0% |
| 30D | -2.5% | -1.2% | -1.3% | -2.5% |
| 3M | +1.5% | -13.3% | +14.8% | +2.5% |
| 6M | +3.9% | -19.8% | +23.6% | +5.1% |
| YTD | +9.5% | -7.9% | +17.5% | +8.6% |
| 1Y | +7.5% | +60.2% | -52.7% | -0.9% |
| 3Y | +30.8% | -26.4% | +57.2% | +33.3% |
| All | +30.8% | -27.5% | +58.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling