+30.8%
IYR vs BAH
-32.1%
+62.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | -0.4% | -4.3% | +3.9% | 0.0% |
| 30D | -2.5% | -4.5% | +1.9% | -2.1% |
| 3M | +1.5% | -7.6% | +9.1% | +2.0% |
| 6M | +3.9% | -10.6% | +14.5% | +4.5% |
| YTD | +9.5% | -12.6% | +22.1% | +10.1% |
| 1Y | +7.5% | -27.0% | +34.4% | +10.0% |
| 3Y | +30.8% | -31.5% | +62.3% | +29.0% |
| All | +30.8% | -32.1% | +62.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling