+706.4%
IYR vs APA
+175.5%
+530.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -0.1% | +9.6% | -9.7% | -1.9% |
| 30D | +5.7% | -0.2% | +5.9% | +5.5% |
| 3M | -0.6% | +19.8% | -20.4% | -4.6% |
| 6M | +0.5% | +30.1% | -29.5% | -5.7% |
| YTD | +10.4% | +100.4% | -90.0% | -6.1% |
| 1Y | +9.2% | +105.2% | -96.0% | -7.8% |
| 3Y | +40.5% | +44.6% | -4.1% | +22.4% |
| 5Y | +5.9% | +88.8% | -82.9% | -17.2% |
| 10Y | +86.5% | +6.6% | +79.9% | +30.8% |
| All | +706.4% | +175.5% | +530.9% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling