+83.6%
IYR vs ATI
+961.4%
-877.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.7% |
| 7D | +0.6% | +4.2% | -3.6% | -0.2% |
| 30D | +6.6% | -2.5% | +9.1% | +6.6% |
| 3M | -1.8% | -19.4% | +17.6% | +1.4% |
| 6M | +1.4% | +11.1% | -9.6% | -1.6% |
| YTD | +10.5% | +59.5% | -49.0% | -0.1% |
| 1Y | +10.6% | +85.8% | -75.1% | -2.9% |
| 3Y | +41.8% | +311.9% | -270.1% | +3.3% |
| 5Y | +6.0% | +963.2% | -957.2% | -37.1% |
| All | +83.6% | +961.4% | -877.8% | -6.5% |
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