+206.3%
IYR vs XME
+170.7%
+35.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +6.6% | -6.1% | +12.7% | +8.9% |
| 3M | -1.8% | -18.6% | +16.8% | +5.9% |
| 6M | +1.4% | -23.9% | +25.3% | +11.0% |
| YTD | +10.5% | -9.3% | +19.9% | +10.8% |
| 1Y | +10.6% | +1.8% | +8.9% | +5.2% |
| 3Y | +41.8% | +93.0% | -51.2% | -1.2% |
| 5Y | +6.0% | +107.0% | -101.0% | -31.0% |
| 10Y | +86.7% | +266.9% | -180.3% | -16.3% |
| All | +206.3% | +170.7% | +35.6% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling