+203.8%
IYR vs XME
+242.3%
-38.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -0.1% | -1.1% | -1.3% |
| 30D | -2.9% | +6.0% | -8.8% | -5.5% |
| 3M | +0.8% | -7.7% | +8.6% | +2.9% |
| 6M | +1.9% | +1.0% | +0.9% | -0.7% |
| YTD | +9.6% | +14.6% | -5.0% | +0.4% |
| 1Y | +8.1% | +46.0% | -37.9% | -11.7% |
| 3Y | +29.2% | +127.0% | -97.8% | -15.1% |
| 5Y | +4.3% | +175.8% | -171.5% | -39.7% |
| 10Y | +64.7% | +414.6% | -349.9% | -36.2% |
| All | +203.8% | +242.3% | -38.5% | +3.6% |
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