+40.5%
IYR vs ALC
+20.4%
+20.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.9% | -5.3% | +4.4% | +1.3% |
| 30D | -2.4% | -7.1% | +4.7% | +0.6% |
| 3M | -2.0% | +0.8% | -2.8% | -2.7% |
| 6M | +2.5% | -16.0% | +18.5% | +9.2% |
| YTD | +8.3% | -12.7% | +21.1% | +13.2% |
| 1Y | +6.5% | -12.8% | +19.3% | +10.9% |
| 3Y | +29.3% | -15.8% | +45.2% | +33.5% |
| 5Y | +5.7% | -16.7% | +22.3% | +7.0% |
| All | +40.5% | +20.4% | +20.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling