+66.9%
IYR vs ATI
+1,154.1%
-1,087.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.4% | -5.6% | +4.3% | -0.4% |
| 30D | -2.7% | -13.7% | +11.1% | -0.2% |
| 3M | -2.1% | -0.4% | -1.8% | -2.5% |
| 6M | +3.6% | +26.2% | -22.6% | -1.6% |
| YTD | +8.1% | +73.2% | -65.1% | -3.1% |
| 1Y | +4.7% | +161.6% | -156.9% | -13.3% |
| 3Y | +29.1% | +346.2% | -317.1% | -6.5% |
| 5Y | +6.9% | +1,047.6% | -1,040.7% | -36.8% |
| All | +66.9% | +1,154.1% | -1,087.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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