+134.0%
IYR vs ALLY
+124.8%
+9.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | +3.7% | -4.9% | -2.2% |
| 30D | -2.9% | -2.3% | -0.6% | -2.3% |
| 3M | +0.8% | +3.8% | -3.0% | -0.4% |
| 6M | +1.9% | +9.7% | -7.9% | -1.2% |
| YTD | +9.6% | -1.4% | +11.0% | +9.2% |
| 1Y | +8.1% | +8.2% | -0.2% | +4.6% |
| 3Y | +29.2% | +66.5% | -37.3% | +7.4% |
| 5Y | +4.3% | +1.2% | +3.1% | -4.0% |
| 10Y | +64.7% | +191.4% | -126.7% | +4.1% |
| All | +134.0% | +124.8% | +9.1% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling