-2.0%
XLC vs IYR
+6.2%
-8.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +0.5% | -1.4% | +1.9% | +1.1% |
| 30D | +2.1% | -2.7% | +4.8% | +3.3% |
| 3M | +0.7% | -2.1% | +2.8% | +1.7% |
| 6M | -3.2% | +3.6% | -6.8% | -5.1% |
| YTD | -3.8% | +8.1% | -11.9% | -7.3% |
| 1Y | -2.0% | +4.7% | -6.7% | -5.3% |
| All | -2.0% | +6.2% | -8.3% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling