+28.3%
XLB vs IYR
+5.7%
+22.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | +5.3% | +5.7% | -0.4% | +1.3% |
| 3M | 0.0% | -0.6% | +0.6% | +0.4% |
| 6M | +1.2% | +0.5% | +0.7% | +0.6% |
| YTD | +16.9% | +10.4% | +6.5% | +8.7% |
| 1Y | +20.9% | +9.2% | +11.7% | +13.3% |
| 3Y | +43.3% | +40.5% | +2.8% | +11.4% |
| 5Y | +28.3% | +5.9% | +22.4% | +19.7% |
| All | +28.3% | +5.7% | +22.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling