+4.8%
IYR vs BAH
-2.8%
+7.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -0.4% | -4.3% | +3.9% | +0.3% |
| 30D | -2.5% | -4.5% | +1.9% | -1.9% |
| 3M | +1.5% | -7.6% | +9.1% | +2.3% |
| 6M | +3.9% | -10.6% | +14.5% | +5.0% |
| YTD | +9.5% | -12.6% | +22.1% | +10.5% |
| 1Y | +7.5% | -27.0% | +34.4% | +11.5% |
| 3Y | +30.8% | -31.5% | +62.3% | +30.9% |
| 5Y | +4.8% | -3.8% | +8.6% | -4.7% |
| All | +4.8% | -2.8% | +7.6% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling