+136.0%
IYR vs AR
-27.2%
+163.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | -2.9% | +14.8% | -17.7% | -4.0% |
| 3M | +0.8% | +6.2% | -5.4% | +0.2% |
| 6M | +1.9% | +4.3% | -2.4% | +1.1% |
| YTD | +9.6% | +14.4% | -4.7% | +7.8% |
| 1Y | +8.1% | +21.3% | -13.3% | +5.6% |
| 3Y | +29.2% | +39.8% | -10.6% | +23.0% |
| 5Y | +4.3% | +142.1% | -137.8% | -6.5% |
| 10Y | +64.7% | +52.0% | +12.7% | +28.5% |
| All | +136.0% | -27.2% | +163.2% | +87.2% |
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 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