+219.5%
IYR vs XYL
+449.8%
-230.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -1.2% | -5.0% | +3.8% | +0.6% |
| 30D | -2.9% | -13.2% | +10.4% | +2.3% |
| 3M | +0.8% | -3.7% | +4.5% | +1.9% |
| 6M | +1.9% | -17.7% | +19.5% | +8.8% |
| YTD | +9.6% | -21.5% | +31.2% | +18.8% |
| 1Y | +8.1% | -24.5% | +32.6% | +18.7% |
| 3Y | +29.2% | +6.9% | +22.3% | +22.2% |
| 5Y | +4.3% | -18.1% | +22.4% | +6.7% |
| 10Y | +64.7% | +134.7% | -70.0% | +17.1% |
| All | +219.5% | +449.8% | -230.3% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling