+30.9%
IYR vs XRT
+45.6%
-14.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -1.2% | +0.8% | -2.1% | -1.6% |
| 30D | -2.9% | -4.2% | +1.3% | -1.1% |
| 3M | +0.8% | +5.1% | -4.3% | -1.5% |
| 6M | +1.9% | +2.4% | -0.6% | +0.5% |
| YTD | +9.6% | +3.2% | +6.4% | +7.6% |
| 1Y | +8.1% | +1.5% | +6.6% | +6.7% |
| All | +30.9% | +45.6% | -14.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling