+10.5%
IYR vs ALLY
-1.7%
+12.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +7.2% | +1.1% | +6.0% | +7.0% |
| 3M | +0.4% | -13.2% | +13.6% | +2.5% |
| 6M | +1.4% | -13.5% | +14.9% | +3.4% |
| YTD | +11.3% | -14.3% | +25.6% | +13.3% |
| 1Y | +10.5% | -1.1% | +11.6% | +9.5% |
| All | +10.5% | -1.7% | +12.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling