+65.6%
IYR vs IAG
+423.2%
-357.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.8% | -4.1% | +1.2% | -2.6% |
| 30D | -2.5% | +10.6% | -13.2% | -3.3% |
| 3M | -3.0% | +35.4% | -38.3% | -5.2% |
| 6M | +1.6% | -9.5% | +11.2% | +1.7% |
| YTD | +7.3% | +21.8% | -14.5% | +4.8% |
| 1Y | +5.6% | +84.1% | -78.5% | -0.1% |
| 3Y | +28.1% | +817.4% | -789.2% | +6.0% |
| 5Y | +6.1% | +830.1% | -824.0% | -14.5% |
| All | +65.6% | +423.2% | -357.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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