+214.6%
IYR vs XHB
+172.3%
+42.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +6.6% | +9.9% | -3.4% | +0.1% |
| 3M | -1.8% | -6.3% | +4.5% | +1.7% |
| 6M | +1.4% | +3.8% | -2.4% | -2.5% |
| YTD | +10.5% | +0.1% | +10.4% | +7.4% |
| 1Y | +10.6% | -0.8% | +11.4% | +7.9% |
| 3Y | +41.8% | +35.6% | +6.2% | +8.7% |
| 5Y | +6.0% | +29.6% | -23.5% | -18.8% |
| 10Y | +86.7% | +237.5% | -150.8% | -30.1% |
| All | +214.6% | +172.3% | +42.3% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling