+713.1%
IYR vs PAAS
+1,261.0%
-547.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.4% |
| 7D | +2.1% | +4.2% | -2.1% | +1.6% |
| 30D | +7.2% | -13.8% | +20.9% | +8.7% |
| 3M | +0.4% | -22.7% | +23.1% | +2.8% |
| 6M | +1.4% | -32.1% | +33.5% | +4.9% |
| YTD | +11.3% | -22.3% | +33.6% | +12.5% |
| 1Y | +10.5% | +7.7% | +2.8% | +7.5% |
| 3Y | +41.7% | +214.0% | -172.3% | +19.8% |
| 5Y | +7.1% | +63.2% | -56.1% | -4.6% |
| 10Y | +89.1% | +185.5% | -96.4% | +49.4% |
| All | +713.1% | +1,261.0% | -547.8% | +476.7% |
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