+203.2%
IYR vs APTV
+180.9%
+22.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.0% |
| 7D | -0.4% | +2.0% | -2.4% | -0.9% |
| 30D | -2.5% | -7.7% | +5.2% | -0.8% |
| 3M | +1.5% | -34.0% | +35.5% | +11.1% |
| 6M | +3.9% | -37.1% | +41.0% | +13.9% |
| YTD | +9.5% | -39.9% | +49.4% | +21.0% |
| 1Y | +7.5% | -44.4% | +51.9% | +20.8% |
| 3Y | +30.8% | -54.5% | +85.3% | +50.1% |
| 5Y | +4.8% | -69.1% | +73.9% | +28.5% |
| 10Y | +64.3% | -20.0% | +84.3% | +45.9% |
| All | +203.2% | +180.9% | +22.3% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling