+690.9%
IYR vs AU
+704.5%
-13.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | -2.4% | +12.3% | -14.7% | -3.7% |
| 3M | -2.0% | +29.4% | -31.4% | -5.2% |
| 6M | +2.5% | +3.2% | -0.7% | +1.1% |
| YTD | +8.3% | +31.8% | -23.5% | +3.5% |
| 1Y | +6.5% | +83.4% | -77.0% | -2.5% |
| 3Y | +29.3% | +623.1% | -593.8% | -1.0% |
| 5Y | +5.7% | +700.5% | -694.8% | -21.6% |
| 10Y | +69.2% | +717.6% | -648.3% | +16.3% |
| All | +690.9% | +704.5% | -13.5% | +407.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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