+5.5%
IYR vs AR
+143.7%
-138.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | -2.9% | +14.8% | -17.7% | -4.4% |
| 3M | +0.8% | +6.2% | -5.4% | 0.0% |
| 6M | +1.9% | +4.3% | -2.4% | +0.9% |
| YTD | +9.6% | +14.4% | -4.7% | +7.1% |
| 1Y | +8.1% | +21.3% | -13.3% | +4.5% |
| 3Y | +29.2% | +39.8% | -10.6% | +20.0% |
| All | +5.5% | +143.7% | -138.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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