+12.4%
IYR vs APTV
-46.4%
+58.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.9% |
| 7D | +6.9% | -1.9% | +8.8% | +7.0% |
| 30D | +10.2% | -1.4% | +11.7% | +10.3% |
| 3M | -0.3% | -9.3% | +9.0% | 0.0% |
| 6M | +3.6% | -27.3% | +30.9% | +4.1% |
| YTD | +12.5% | -43.1% | +55.6% | +14.4% |
| 1Y | +12.4% | -46.5% | +58.9% | +15.5% |
| All | +12.4% | -46.4% | +58.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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