+86.0%
IYR vs AMC
-98.6%
+184.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.3% | -6.7% | +1.4% |
| 7D | +2.3% | +6.6% | -4.3% | +2.1% |
| 30D | +7.4% | +14.1% | -6.7% | +7.0% |
| 3M | -0.7% | +31.3% | -32.0% | -1.4% |
| 6M | +1.6% | +126.7% | -125.0% | -0.6% |
| YTD | +11.6% | +117.9% | -106.4% | +9.0% |
| 1Y | +10.5% | +41.1% | -30.6% | +8.9% |
| 3Y | +43.4% | -61.0% | +104.4% | +43.2% |
| 5Y | +6.8% | -99.1% | +106.0% | +11.4% |
| 10Y | +86.0% | -98.7% | +184.7% | +66.1% |
| All | +86.0% | -98.6% | +184.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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