+707.1%
IYR vs ATI
+1,219.4%
-512.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.9% |
| 7D | +0.6% | +4.2% | -3.6% | -0.4% |
| 30D | +6.6% | -2.5% | +9.1% | +6.6% |
| 3M | -1.8% | -19.4% | +17.6% | +2.3% |
| 6M | +1.4% | +11.1% | -9.6% | -2.4% |
| YTD | +10.5% | +59.5% | -49.0% | -2.8% |
| 1Y | +10.6% | +85.8% | -75.1% | -6.1% |
| 3Y | +41.8% | +311.9% | -270.1% | -4.2% |
| 5Y | +6.0% | +963.2% | -957.2% | -44.4% |
| 10Y | +86.7% | +977.6% | -891.0% | -17.9% |
| All | +707.1% | +1,219.4% | -512.3% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling