+66.9%
IYR vs XYL
+150.5%
-83.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.9% |
| 30D | -2.7% | -11.9% | +9.3% | +2.5% |
| 3M | -2.1% | -1.5% | -0.6% | -1.9% |
| 6M | +3.6% | -11.9% | +15.5% | +8.4% |
| YTD | +8.1% | -20.6% | +28.7% | +17.7% |
| 1Y | +4.7% | -23.5% | +28.2% | +15.6% |
| 3Y | +29.1% | +14.9% | +14.3% | +16.8% |
| 5Y | +6.9% | -15.3% | +22.2% | +8.0% |
| All | +66.9% | +150.5% | -83.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling