+4.9%
IYR vs APD
+27.7%
-22.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | -2.9% | +2.1% | -4.9% | -3.6% |
| 3M | +0.8% | +7.2% | -6.3% | -1.7% |
| 6M | +1.9% | +11.2% | -9.4% | -2.2% |
| YTD | +9.6% | +24.4% | -14.8% | +0.9% |
| 1Y | +8.1% | +6.7% | +1.4% | +4.8% |
| 3Y | +29.2% | +9.2% | +20.0% | +21.9% |
| All | +4.9% | +27.7% | -22.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling