+6.5%
IYR vs APD
+5.1%
+1.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -0.9% | -4.6% | +3.7% | -0.6% |
| 30D | -2.4% | -4.2% | +1.8% | -2.0% |
| 3M | -2.0% | +5.0% | -7.0% | -2.3% |
| 6M | +2.5% | +8.9% | -6.5% | +1.8% |
| YTD | +8.3% | +21.9% | -13.6% | +6.0% |
| 1Y | +6.5% | +5.6% | +0.9% | +7.3% |
| All | +6.5% | +5.1% | +1.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling