+5.4%
IYR vs APTV
-77.5%
+82.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | +6.6% | -11.6% | +18.1% | +9.2% |
| 3M | -1.8% | -21.2% | +19.4% | +2.9% |
| 6M | +1.4% | -28.5% | +30.0% | +6.8% |
| YTD | +10.5% | -49.1% | +59.6% | +25.0% |
| 1Y | +10.6% | -52.2% | +62.8% | +27.0% |
| 3Y | +41.8% | -48.6% | +90.4% | +54.9% |
| All | +5.4% | -77.5% | +82.9% | +40.6% |
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