+203.8%
IYR vs XRT
+514.3%
-310.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.4% |
| 7D | -1.2% | +0.8% | -2.1% | -1.8% |
| 30D | -2.9% | -4.2% | +1.3% | -0.1% |
| 3M | +0.8% | +5.1% | -4.3% | -3.0% |
| 6M | +1.9% | +2.4% | -0.6% | -0.6% |
| YTD | +9.6% | +3.2% | +6.4% | +6.2% |
| 1Y | +8.1% | +1.5% | +6.6% | +5.4% |
| 3Y | +29.2% | +40.6% | -11.4% | -3.1% |
| 5Y | +4.3% | -1.0% | +5.3% | -4.8% |
| 10Y | +64.7% | +128.4% | -63.7% | -36.2% |
| All | +203.8% | +514.3% | -310.5% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling