+711.5%
IYR vs ALB
+1,242.9%
-531.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +6.1% | -2.6% | +8.7% | +6.6% |
| 3M | +0.9% | -25.6% | +26.5% | +9.0% |
| 6M | +1.2% | -54.0% | +55.2% | +24.3% |
| YTD | +11.1% | -31.6% | +42.7% | +18.0% |
| 1Y | +9.0% | -6.6% | +15.5% | +4.5% |
| 3Y | +41.4% | -14.0% | +55.4% | +23.3% |
| 5Y | +6.7% | -62.5% | +69.2% | +14.6% |
| 10Y | +87.7% | +36.3% | +51.4% | +2.8% |
| All | +711.5% | +1,242.9% | -531.4% | +89.9% |
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