+4.8%
IYR vs APA
+156.3%
-151.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | -2.5% | +15.7% | -18.3% | -4.1% |
| 3M | +1.5% | +16.5% | -15.0% | -0.4% |
| 6M | +3.9% | +35.1% | -31.2% | -0.4% |
| YTD | +9.5% | +82.2% | -72.7% | +1.0% |
| 1Y | +7.5% | +102.5% | -95.0% | -2.6% |
| 3Y | +30.8% | +10.3% | +20.5% | +25.1% |
| 5Y | +4.8% | +166.1% | -161.3% | -8.8% |
| All | +4.8% | +156.3% | -151.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling