+67.2%
IYR vs APA
-2.1%
+69.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.4% | +9.3% | -11.7% | -3.5% |
| 3M | -2.0% | +23.3% | -25.4% | -4.7% |
| 6M | +2.5% | +39.5% | -37.0% | -2.5% |
| YTD | +8.3% | +87.6% | -79.3% | -1.0% |
| 1Y | +6.5% | +114.2% | -107.8% | -4.7% |
| 3Y | +29.3% | +13.6% | +15.8% | +22.7% |
| 5Y | +5.7% | +175.6% | -169.9% | -13.0% |
| All | +67.2% | -2.1% | +69.3% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling