+219.7%
IYR vs BAH
+886.2%
-666.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | -2.9% | +2.0% | -4.9% | -3.4% |
| 3M | +0.8% | -7.6% | +8.5% | +2.2% |
| 6M | +1.9% | -5.7% | +7.5% | +2.2% |
| YTD | +9.6% | -11.7% | +21.4% | +10.9% |
| 1Y | +8.1% | -27.4% | +35.5% | +14.2% |
| 3Y | +29.2% | -32.5% | +61.7% | +34.3% |
| 5Y | +4.3% | -3.3% | +7.6% | -3.3% |
| 10Y | +64.7% | +186.0% | -121.3% | +17.8% |
| All | +219.7% | +886.2% | -666.5% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling