+30.8%
IYR vs ALM
+2,327.9%
-2,297.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -0.3% |
| 7D | -0.4% | +8.4% | -8.8% | -0.6% |
| 30D | -2.5% | +34.8% | -37.4% | -3.2% |
| 3M | +1.5% | +16.2% | -14.8% | +0.9% |
| 6M | +3.9% | +2.1% | +1.7% | +3.4% |
| YTD | +9.5% | +117.0% | -107.5% | +7.1% |
| 1Y | +7.5% | +313.9% | -306.4% | +3.1% |
| 3Y | +30.8% | +2,327.9% | -2,297.1% | +14.4% |
| All | +30.8% | +2,327.9% | -2,297.1% | +14.4% |
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