+64.7%
XLC vs IYR
+41.7%
+23.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +3.7% | +0.6% | +3.1% | +3.5% |
| 30D | -1.9% | +6.6% | -8.5% | -4.7% |
| 3M | -3.1% | -1.8% | -1.3% | -2.3% |
| 6M | -6.4% | +1.4% | -7.8% | -7.0% |
| YTD | -6.8% | +10.5% | -17.4% | -11.1% |
| 1Y | -1.7% | +10.6% | -12.3% | -6.3% |
| 3Y | +64.7% | +41.8% | +22.9% | +43.7% |
| All | +64.7% | +41.7% | +23.0% | +43.7% |
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 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