+810.1%
XLB vs IYR
+706.4%
+103.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | 0.0% | -0.6% | +0.6% | +0.3% |
| 6M | +1.2% | +0.5% | +0.7% | +0.7% |
| YTD | +16.9% | +10.4% | +6.5% | +10.2% |
| 1Y | +20.9% | +9.2% | +11.7% | +14.7% |
| 3Y | +43.3% | +40.5% | +2.8% | +17.3% |
| 5Y | +28.3% | +5.9% | +22.4% | +22.7% |
| 10Y | +165.3% | +86.5% | +78.8% | +84.3% |
| All | +810.1% | +706.4% | +103.7% | +97.9% |
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