+690.9%
IYR vs XEL
+917.9%
-227.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -2.4% | -0.9% | -1.5% | -2.1% |
| 3M | -2.0% | -1.4% | -0.6% | -1.6% |
| 6M | +2.5% | -5.8% | +8.3% | +4.6% |
| YTD | +8.3% | +4.7% | +3.6% | +6.1% |
| 1Y | +6.5% | +9.1% | -2.6% | +2.5% |
| 3Y | +29.3% | +47.8% | -18.5% | +9.7% |
| 5Y | +5.7% | +29.0% | -23.3% | -5.8% |
| 10Y | +69.2% | +154.0% | -84.8% | +21.1% |
| All | +690.9% | +917.9% | -227.0% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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