+700.6%
IYR vs APD
+1,642.9%
-942.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -1.2% | -2.2% | +1.0% | -0.2% |
| 30D | -2.9% | +2.1% | -4.9% | -4.0% |
| 3M | +0.8% | +7.2% | -6.3% | -3.2% |
| 6M | +1.9% | +11.2% | -9.4% | -4.4% |
| YTD | +9.6% | +24.4% | -14.8% | -3.1% |
| 1Y | +8.1% | +6.7% | +1.4% | +2.3% |
| 3Y | +29.2% | +9.2% | +20.0% | +16.6% |
| 5Y | +4.3% | +27.4% | -23.1% | -15.0% |
| 10Y | +64.7% | +164.8% | -100.1% | -13.6% |
| All | +700.6% | +1,642.9% | -942.4% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling