+910.3%
XBI vs IYR
+207.1%
+703.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -4.6% | -2.8% | -1.8% | -3.2% |
| 30D | -0.8% | -2.5% | +1.7% | +0.5% |
| 3M | +21.8% | -3.0% | +24.8% | +23.4% |
| 6M | +23.2% | +1.6% | +21.5% | +22.0% |
| YTD | +28.7% | +7.3% | +21.4% | +23.9% |
| 1Y | +67.8% | +5.6% | +62.2% | +62.8% |
| 3Y | +100.6% | +28.1% | +72.5% | +77.2% |
| 5Y | +19.8% | +6.1% | +13.7% | +16.9% |
| 10Y | +159.7% | +67.7% | +92.1% | +103.6% |
| All | +910.3% | +207.1% | +703.2% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling