+222.1%
IYR vs BAH
+1,079.0%
-856.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.1% | -2.6% | +2.5% | +0.5% |
| 30D | +5.7% | +20.4% | -14.7% | +1.2% |
| 3M | -0.6% | +11.9% | -12.5% | -3.4% |
| 6M | +0.5% | +17.1% | -16.6% | -4.0% |
| YTD | +10.4% | +5.5% | +4.9% | +7.0% |
| 1Y | +9.2% | +5.6% | +3.6% | +5.6% |
| 3Y | +40.5% | -26.5% | +67.1% | +43.7% |
| 5Y | +5.9% | +6.5% | -0.5% | -3.6% |
| 10Y | +86.5% | +203.0% | -116.5% | +31.3% |
| All | +222.1% | +1,079.0% | -856.9% | +52.6% |
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