+714.7%
IYR vs ALB
+1,286.9%
-572.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +2.3% | +9.5% | -7.2% | -0.4% |
| 30D | +7.4% | -2.1% | +9.5% | +7.8% |
| 3M | -0.7% | -24.1% | +23.4% | +6.7% |
| 6M | +1.6% | -51.0% | +52.6% | +22.6% |
| YTD | +11.6% | -29.3% | +40.9% | +17.4% |
| 1Y | +10.5% | +3.2% | +7.3% | +2.9% |
| 3Y | +43.4% | -9.3% | +52.7% | +23.0% |
| 5Y | +6.8% | -61.6% | +68.4% | +14.0% |
| 10Y | +86.0% | +40.8% | +45.2% | +0.9% |
| All | +714.7% | +1,286.9% | -572.2% | +89.0% |
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