+65.6%
IYR vs BAH
+207.1%
-141.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.8% | -2.1% |
| 7D | -2.8% | +2.4% | -5.3% | -3.4% |
| 30D | -2.5% | -2.9% | +0.4% | -2.0% |
| 3M | -3.0% | -1.3% | -1.6% | -3.1% |
| 6M | +1.6% | -0.9% | +2.5% | +0.9% |
| YTD | +7.3% | -8.2% | +15.5% | +7.6% |
| 1Y | +5.6% | -24.0% | +29.6% | +10.7% |
| 3Y | +28.1% | -28.1% | +56.2% | +29.8% |
| 5Y | +6.1% | +2.5% | +3.6% | -6.5% |
| All | +65.6% | +207.1% | -141.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling