+42.6%
IYR vs ATI
+328.8%
-286.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | -1.2% | +4.7% | -5.9% | -1.6% |
| 30D | +6.1% | -0.2% | +6.3% | +5.9% |
| 3M | +0.9% | -18.5% | +19.4% | +2.6% |
| 6M | +1.2% | +16.4% | -15.2% | -1.2% |
| YTD | +11.1% | +63.4% | -52.3% | +4.4% |
| 1Y | +9.0% | +91.5% | -82.6% | +0.7% |
| All | +42.6% | +328.8% | -286.3% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling