+808.2%
XLB vs IYR
+707.1%
+101.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +5.2% | +6.6% | -1.4% | +1.4% |
| 3M | +0.3% | -1.8% | +2.1% | +1.3% |
| 6M | +1.2% | +1.4% | -0.3% | +0.2% |
| YTD | +16.6% | +10.5% | +6.1% | +9.9% |
| 1Y | +21.4% | +10.6% | +10.8% | +14.4% |
| 3Y | +43.2% | +41.8% | +1.4% | +16.6% |
| 5Y | +28.0% | +6.0% | +22.0% | +22.4% |
| 10Y | +164.8% | +86.7% | +78.1% | +83.8% |
| All | +808.2% | +707.1% | +101.1% | +97.4% |
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