+42.6%
IYR vs ALM
+901.8%
-859.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.2% | -7.2% | +6.0% | -1.1% |
| 30D | +6.1% | -26.4% | +32.5% | +6.7% |
| 3M | +0.9% | -38.6% | +39.5% | +1.8% |
| 6M | +1.2% | -61.0% | +62.2% | +2.7% |
| YTD | +11.1% | -7.4% | +18.5% | +10.8% |
| 1Y | +9.0% | +14.0% | -5.0% | +8.1% |
| All | +42.6% | +901.8% | -859.3% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling