+22.5%
IYR vs AS
+120.4%
-97.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.1% |
| 7D | -1.2% | -4.9% | +3.6% | -0.8% |
| 30D | -2.9% | -19.6% | +16.7% | -0.9% |
| 3M | +0.8% | -14.4% | +15.2% | +2.2% |
| 6M | +1.9% | -20.1% | +22.0% | +3.6% |
| YTD | +9.6% | -20.9% | +30.6% | +11.5% |
| 1Y | +8.1% | -21.9% | +29.9% | +9.9% |
| All | +22.5% | +120.4% | -97.9% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling