+87.7%
IYR vs ALM
+2,084.7%
-1,997.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.2% | -7.2% | +6.0% | -1.0% |
| 30D | +6.1% | -26.4% | +32.5% | +6.9% |
| 3M | +0.9% | -38.6% | +39.5% | +2.0% |
| 6M | +1.2% | -61.0% | +62.2% | +3.1% |
| YTD | +11.1% | -7.4% | +18.5% | +10.3% |
| 1Y | +9.0% | +14.0% | -5.0% | +7.5% |
| 3Y | +41.4% | +844.4% | -803.0% | +29.1% |
| 5Y | +6.7% | +410.8% | -404.1% | -2.1% |
| 10Y | +87.7% | +2,084.7% | -1,997.1% | +65.8% |
| All | +87.7% | +2,084.7% | -1,997.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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