+700.6%
IYR vs APA
+146.0%
+554.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -1.2% | +0.5% | -1.8% | -1.4% |
| 30D | -2.9% | +23.4% | -26.3% | -7.0% |
| 3M | +0.8% | +12.7% | -11.9% | -2.1% |
| 6M | +1.9% | +39.4% | -37.6% | -6.1% |
| YTD | +9.6% | +79.0% | -69.3% | -4.3% |
| 1Y | +8.1% | +88.8% | -80.7% | -7.3% |
| 3Y | +29.2% | +6.4% | +22.8% | +20.2% |
| 5Y | +4.3% | +153.0% | -148.7% | -23.9% |
| 10Y | +64.7% | +7.5% | +57.1% | +13.6% |
| All | +700.6% | +146.0% | +554.6% | +411.7% |
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