+24.4%
IYR vs AS
+137.8%
-113.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | 0.0% |
| 7D | +2.1% | +4.5% | -2.4% | +1.6% |
| 30D | +7.2% | +13.2% | -6.1% | +5.8% |
| 3M | +0.4% | -11.9% | +12.3% | +1.4% |
| 6M | +1.4% | -11.6% | +13.0% | +2.3% |
| YTD | +11.3% | -14.7% | +26.0% | +12.3% |
| 1Y | +10.5% | +5.7% | +4.8% | +9.1% |
| All | +24.4% | +137.8% | -113.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling