+700.6%
IYR vs AME
+9,627.2%
-8,926.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.5% |
| 7D | -1.2% | +0.6% | -1.9% | -1.6% |
| 30D | -2.9% | -6.7% | +3.8% | +0.3% |
| 3M | +0.8% | +4.1% | -3.2% | -1.7% |
| 6M | +1.9% | +1.6% | +0.3% | +0.1% |
| YTD | +9.6% | +16.1% | -6.5% | +0.7% |
| 1Y | +8.1% | +27.3% | -19.2% | -5.5% |
| 3Y | +29.2% | +50.9% | -21.7% | +1.5% |
| 5Y | +4.3% | +81.4% | -77.1% | -25.7% |
| 10Y | +64.7% | +417.0% | -352.3% | -32.9% |
| All | +700.6% | +9,627.2% | -8,926.6% | +46.1% |
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