+136.6%
IYR vs AR
-33.4%
+169.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +2.0% | -14.3% | +16.2% | +3.2% |
| 30D | +8.2% | +1.4% | +6.8% | +8.0% |
| 3M | -1.7% | +3.4% | -5.1% | -2.2% |
| 6M | -0.4% | -2.1% | +1.7% | -0.5% |
| YTD | +9.9% | +4.7% | +5.2% | +8.7% |
| 1Y | +10.4% | +10.6% | -0.1% | +8.7% |
| 3Y | +38.4% | +24.6% | +13.9% | +33.0% |
| 5Y | +5.2% | +71.9% | -66.7% | -3.0% |
| 10Y | +83.8% | +46.4% | +37.5% | +44.0% |
| All | +136.6% | -33.4% | +169.9% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling