+12.4%
IYR vs XRT
+18.0%
-5.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +1.2% |
| 7D | +6.9% | +8.0% | -1.1% | +4.1% |
| 30D | +10.2% | +13.0% | -2.8% | +5.8% |
| 3M | -0.3% | +1.7% | -2.0% | -1.2% |
| 6M | +3.6% | +12.6% | -9.0% | -0.7% |
| YTD | +12.5% | +10.7% | +1.8% | +7.7% |
| 1Y | +12.4% | +18.4% | -5.9% | +5.4% |
| All | +12.4% | +18.0% | -5.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling