+4.8%
IYR vs ALC
-15.6%
+20.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | -0.4% | -3.7% | +3.3% | +1.0% |
| 30D | -2.5% | -3.7% | +1.2% | -1.3% |
| 3M | +1.5% | +4.6% | -3.1% | -0.6% |
| 6M | +3.9% | -14.6% | +18.5% | +9.3% |
| YTD | +9.5% | -11.9% | +21.4% | +13.5% |
| 1Y | +7.5% | -13.1% | +20.6% | +11.7% |
| 3Y | +30.8% | -15.0% | +45.8% | +33.9% |
| 5Y | +4.8% | -16.2% | +21.0% | +3.2% |
| All | +4.8% | -15.6% | +20.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling