+6.8%
IYR vs PAAS
+76.1%
-69.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | +2.3% | +8.8% | -6.6% | +1.3% |
| 30D | +7.4% | -8.5% | +15.8% | +8.3% |
| 3M | -0.7% | -17.0% | +16.3% | +1.0% |
| 6M | +1.6% | -27.9% | +29.5% | +4.7% |
| YTD | +11.6% | -17.5% | +29.0% | +11.8% |
| 1Y | +10.5% | +22.8% | -12.3% | +4.5% |
| 3Y | +43.4% | +224.2% | -180.8% | +11.3% |
| 5Y | +6.8% | +73.6% | -66.8% | -7.6% |
| All | +6.8% | +76.1% | -69.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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