+127.8%
IYR vs ALM
+7,705.7%
-7,577.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.2% | -2.6% | +1.4% | -1.2% |
| 30D | -2.9% | +32.0% | -34.9% | -2.9% |
| 3M | +0.8% | -15.0% | +15.9% | +0.8% |
| 6M | +1.9% | -10.1% | +12.0% | +1.8% |
| YTD | +9.6% | +99.4% | -89.8% | +9.3% |
| 1Y | +8.1% | +316.4% | -308.3% | +7.5% |
| 3Y | +29.2% | +2,022.0% | -1,992.8% | +27.7% |
| 5Y | +4.3% | +941.2% | -936.9% | +3.2% |
| 10Y | +64.7% | +2,950.3% | -2,885.7% | +62.2% |
| All | +127.8% | +7,705.7% | -7,577.9% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling