+6.1%
IYR vs APTV
-69.7%
+75.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -2.5% | -7.9% | +5.4% | -1.0% |
| 3M | -3.0% | -29.9% | +27.0% | +3.8% |
| 6M | +1.6% | -36.6% | +38.2% | +10.3% |
| YTD | +7.3% | -40.0% | +47.3% | +17.4% |
| 1Y | +5.6% | -44.0% | +49.6% | +17.3% |
| 3Y | +28.1% | -54.5% | +82.6% | +46.1% |
| 5Y | +6.1% | -68.8% | +74.9% | +29.1% |
| All | +6.1% | -69.7% | +75.8% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling