+5.4%
IYR vs XHB
+28.9%
-23.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +6.6% | +9.9% | -3.4% | +2.0% |
| 3M | -1.8% | -6.3% | +4.5% | +0.7% |
| 6M | +1.4% | +3.8% | -2.4% | -1.4% |
| YTD | +10.5% | +0.1% | +10.4% | +8.5% |
| 1Y | +10.6% | -0.8% | +11.4% | +8.9% |
| 3Y | +41.8% | +35.6% | +6.2% | +14.3% |
| All | +5.4% | +28.9% | -23.5% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling