+66.9%
IYR vs XME
+421.4%
-354.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -1.4% | -4.2% | +2.8% | -0.1% |
| 30D | -2.7% | -2.7% | 0.0% | -2.1% |
| 3M | -2.1% | -3.9% | +1.8% | -1.6% |
| 6M | +3.6% | -1.0% | +4.6% | +2.4% |
| YTD | +8.1% | +9.8% | -1.7% | +2.8% |
| 1Y | +4.7% | +32.5% | -27.8% | -7.2% |
| 3Y | +29.1% | +124.3% | -95.2% | -5.8% |
| 5Y | +6.9% | +165.8% | -158.9% | -28.1% |
| All | +66.9% | +421.4% | -354.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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