+15.7%
IYR vs AUR
-36.7%
+52.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -2.5% | -8.9% | +6.4% | -2.1% |
| 3M | -3.0% | +4.6% | -7.6% | -3.6% |
| 6M | +1.6% | +44.9% | -43.2% | -1.7% |
| YTD | +7.3% | +64.8% | -57.5% | +2.6% |
| 1Y | +5.6% | +16.4% | -10.7% | +3.1% |
| 3Y | +28.1% | +85.1% | -57.0% | +13.6% |
| 5Y | +6.1% | -36.1% | +42.2% | -8.7% |
| All | +15.7% | -36.7% | +52.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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