+700.6%
IYR vs ATI
+1,418.1%
-717.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.4% |
| 7D | -1.2% | -0.1% | -1.2% | -1.3% |
| 30D | -2.9% | +2.7% | -5.6% | -3.7% |
| 3M | +0.8% | +16.3% | -15.5% | -3.3% |
| 6M | +1.9% | +30.2% | -28.3% | -5.3% |
| YTD | +9.6% | +83.6% | -73.9% | -5.9% |
| 1Y | +8.1% | +173.0% | -164.9% | -15.8% |
| 3Y | +29.2% | +356.6% | -327.4% | -14.3% |
| 5Y | +4.3% | +1,074.2% | -1,069.9% | -46.4% |
| 10Y | +64.7% | +1,136.2% | -1,071.5% | -30.0% |
| All | +700.6% | +1,418.1% | -717.5% | +173.5% |
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 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