+66.9%
IYR vs APTV
-16.1%
+83.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.4% | -5.0% | +3.7% | -0.2% |
| 30D | -2.7% | -6.1% | +3.4% | -1.4% |
| 3M | -2.1% | -33.0% | +30.9% | +6.8% |
| 6M | +3.6% | -35.2% | +38.8% | +12.8% |
| YTD | +8.1% | -40.1% | +48.3% | +19.5% |
| 1Y | +4.7% | -45.6% | +50.3% | +18.4% |
| 3Y | +29.1% | -54.4% | +83.5% | +48.2% |
| 5Y | +6.9% | -68.9% | +75.8% | +31.2% |
| All | +66.9% | -16.1% | +83.0% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling