+149.7%
XBI vs IYR
+69.7%
+80.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -4.6% | -1.4% | -3.3% | -3.7% |
| 30D | -2.0% | -2.7% | +0.7% | -0.1% |
| 3M | +17.8% | -2.1% | +19.9% | +19.2% |
| 6M | +23.7% | +3.6% | +20.1% | +20.2% |
| YTD | +28.2% | +8.1% | +20.1% | +20.5% |
| 1Y | +64.0% | +4.7% | +59.2% | +57.6% |
| 3Y | +99.4% | +29.1% | +70.3% | +64.2% |
| 5Y | +19.3% | +6.9% | +12.4% | +12.4% |
| All | +149.7% | +69.7% | +80.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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