+66.9%
IYR vs XHB
+215.4%
-148.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | -1.4% | -4.6% | +3.3% | +1.0% |
| 30D | -2.7% | -9.1% | +6.5% | +2.1% |
| 3M | -2.1% | -8.6% | +6.4% | +1.8% |
| 6M | +3.6% | -4.0% | +7.6% | +4.3% |
| YTD | +8.1% | -3.9% | +12.1% | +8.4% |
| 1Y | +4.7% | -16.5% | +21.2% | +12.7% |
| 3Y | +29.1% | +22.6% | +6.6% | +9.3% |
| 5Y | +6.9% | +33.9% | -27.0% | -16.0% |
| All | +66.9% | +215.4% | -148.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling