+212.1%
IYR vs XHB
+173.9%
+38.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.3% |
| 7D | -1.2% | -1.3% | 0.0% | -0.5% |
| 30D | -2.9% | -6.9% | +4.0% | +1.4% |
| 3M | +0.8% | -1.3% | +2.1% | +0.6% |
| 6M | +1.9% | -6.8% | +8.6% | +4.6% |
| YTD | +9.6% | +0.7% | +8.9% | +6.7% |
| 1Y | +8.1% | -11.2% | +19.3% | +13.4% |
| 3Y | +29.2% | +25.3% | +3.9% | +4.6% |
| 5Y | +4.3% | +37.3% | -33.0% | -23.0% |
| 10Y | +64.7% | +211.5% | -146.8% | -34.6% |
| All | +212.1% | +173.9% | +38.2% | -17.4% |
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