+64.3%
IYR vs ALLY
+178.4%
-114.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.9% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | -2.5% | -3.3% | +0.8% | -1.6% |
| 3M | +1.5% | +0.5% | +1.0% | +1.0% |
| 6M | +3.9% | +12.6% | -8.7% | -0.2% |
| YTD | +9.5% | -4.7% | +14.2% | +10.1% |
| 1Y | +7.5% | +5.2% | +2.2% | +4.6% |
| 3Y | +30.8% | +66.5% | -35.7% | +7.3% |
| 5Y | +4.8% | +0.2% | +4.6% | -3.8% |
| 10Y | +64.3% | +180.8% | -116.4% | +5.3% |
| All | +64.3% | +178.4% | -114.1% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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