+83.6%
IYR vs AMC
-98.8%
+182.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | +0.6% | +3.5% | -2.9% | +0.5% |
| 30D | +6.6% | +12.5% | -5.9% | +6.3% |
| 3M | -1.8% | +23.6% | -25.4% | -2.3% |
| 6M | +1.4% | +144.4% | -142.9% | -1.0% |
| YTD | +10.5% | +108.3% | -97.8% | +8.1% |
| 1Y | +10.6% | +38.9% | -28.3% | +9.1% |
| 3Y | +41.8% | -58.9% | +100.7% | +41.4% |
| 5Y | +6.0% | -99.2% | +105.2% | +10.7% |
| All | +83.6% | -98.8% | +182.4% | +63.0% |
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