+65.6%
IYR vs APA
-2.8%
+68.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -2.5% | +9.6% | -12.2% | -3.7% |
| 3M | -3.0% | +18.0% | -21.0% | -5.1% |
| 6M | +1.6% | +41.9% | -40.2% | -3.5% |
| YTD | +7.3% | +86.3% | -79.0% | -1.8% |
| 1Y | +5.6% | +97.9% | -92.3% | -4.4% |
| 3Y | +28.1% | +12.8% | +15.3% | +21.7% |
| 5Y | +6.1% | +177.2% | -171.1% | -12.7% |
| All | +65.6% | -2.8% | +68.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling