+700.6%
IYR vs PAAS
+1,651.6%
-951.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.2% | -2.9% | +1.6% | -1.0% |
| 30D | -2.9% | +6.8% | -9.6% | -3.7% |
| 3M | +0.8% | -2.9% | +3.7% | +0.7% |
| 6M | +1.9% | -16.4% | +18.3% | +3.0% |
| YTD | +9.6% | 0.0% | +9.6% | +8.1% |
| 1Y | +8.1% | +54.3% | -46.2% | +1.1% |
| 3Y | +29.2% | +230.7% | -201.5% | +8.8% |
| 5Y | +4.3% | +111.6% | -107.3% | -9.4% |
| 10Y | +64.7% | +211.7% | -147.0% | +29.0% |
| All | +700.6% | +1,651.6% | -951.1% | +454.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling