+711.5%
IYR vs AME
+9,722.1%
-9,010.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.9% |
| 30D | +6.1% | -4.1% | +10.2% | +7.7% |
| 3M | +0.9% | -6.3% | +7.3% | +3.4% |
| 6M | +1.2% | +3.5% | -2.4% | -1.8% |
| YTD | +11.1% | +17.3% | -6.2% | +0.9% |
| 1Y | +9.0% | +22.0% | -13.0% | -3.0% |
| 3Y | +41.4% | +62.0% | -20.6% | +6.6% |
| 5Y | +6.7% | +78.5% | -71.8% | -23.8% |
| 10Y | +87.7% | +441.6% | -354.0% | -25.6% |
| All | +711.5% | +9,722.1% | -9,010.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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