+153.2%
IYR vs AMCR
+97.2%
+56.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.3% |
| 7D | -0.9% | -6.3% | +5.4% | +1.0% |
| 30D | -2.4% | -7.1% | +4.8% | -0.3% |
| 3M | -2.0% | +12.7% | -14.7% | -5.7% |
| 6M | +2.5% | +5.2% | -2.7% | +0.2% |
| YTD | +8.3% | +8.1% | +0.2% | +4.6% |
| 1Y | +6.5% | +11.7% | -5.3% | +1.6% |
| 3Y | +29.3% | +9.9% | +19.4% | +23.0% |
| 5Y | +5.7% | -8.7% | +14.3% | +5.7% |
| 10Y | +69.2% | +16.8% | +52.4% | +51.1% |
| All | +153.2% | +97.2% | +56.0% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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