+6.8%
IYR vs ALB
-62.4%
+69.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +2.3% | +9.5% | -7.2% | +1.1% |
| 30D | +7.4% | -2.1% | +9.5% | +7.6% |
| 3M | -0.7% | -24.1% | +23.4% | +2.4% |
| 6M | +1.6% | -51.0% | +52.6% | +10.6% |
| YTD | +11.6% | -29.3% | +40.9% | +14.0% |
| 1Y | +10.5% | +3.2% | +7.3% | +6.4% |
| 3Y | +43.4% | -9.3% | +52.7% | +33.4% |
| 5Y | +6.8% | -61.6% | +68.4% | +14.4% |
| All | +6.8% | -62.4% | +69.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling