+34.5%
XLB vs IYR
+29.8%
+4.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.2% | -0.4% | +0.1% | 0.0% |
| 30D | -1.7% | -2.5% | +0.8% | -0.1% |
| 3M | +4.4% | +1.5% | +2.9% | +3.2% |
| 6M | +5.0% | +3.9% | +1.2% | +2.1% |
| YTD | +15.5% | +9.5% | +5.9% | +8.3% |
| 1Y | +14.9% | +7.5% | +7.5% | +9.1% |
| 3Y | +34.5% | +30.8% | +3.7% | +12.8% |
| All | +34.5% | +29.8% | +4.8% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling