+23.5%
IYR vs AS
+123.4%
-99.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.6% | -4.9% | +5.5% | +1.1% |
| 30D | +6.6% | +3.9% | +2.7% | +6.1% |
| 3M | -1.8% | -9.6% | +7.8% | -1.0% |
| 6M | +1.4% | -8.7% | +10.1% | +2.0% |
| YTD | +10.5% | -19.8% | +30.4% | +12.2% |
| 1Y | +10.6% | -1.5% | +12.2% | +10.1% |
| All | +23.5% | +123.4% | -99.9% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling