+700.6%
IYR vs ALB
+1,661.0%
-960.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.6% |
| 7D | -1.2% | -8.1% | +6.8% | +1.1% |
| 30D | -2.9% | +6.3% | -9.1% | -4.9% |
| 3M | +0.8% | -23.6% | +24.4% | +7.7% |
| 6M | +1.9% | -24.6% | +26.5% | +7.5% |
| YTD | +9.6% | -10.3% | +19.9% | +8.2% |
| 1Y | +8.1% | +61.5% | -53.4% | -13.0% |
| 3Y | +29.2% | -34.0% | +63.2% | +25.2% |
| 5Y | +4.3% | -44.6% | +48.9% | -0.9% |
| 10Y | +64.7% | +76.1% | -11.4% | -15.8% |
| All | +700.6% | +1,661.0% | -960.5% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling