+242.3%
IYR vs MXL
+298.4%
-56.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.8% |
| 7D | -0.9% | +19.0% | -19.9% | -2.6% |
| 30D | -2.4% | +4.5% | -6.8% | -3.1% |
| 3M | -2.0% | -1.5% | -0.5% | -4.5% |
| 6M | +2.5% | +348.6% | -346.1% | -19.8% |
| YTD | +8.3% | +310.3% | -302.0% | -14.6% |
| 1Y | +6.5% | +344.7% | -338.3% | -17.5% |
| 3Y | +29.3% | +211.2% | -181.9% | -2.6% |
| 5Y | +5.7% | +34.8% | -29.2% | -14.2% |
| 10Y | +69.2% | +286.5% | -217.3% | +7.7% |
| All | +242.3% | +298.4% | -56.1% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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