+72.3%
XLC vs IYR
+29.8%
+42.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +0.2% | -2.5% | +2.8% | +1.4% |
| 3M | +0.6% | +1.5% | -0.8% | 0.0% |
| 6M | -4.5% | +3.9% | -8.4% | -6.3% |
| YTD | -4.7% | +9.5% | -14.2% | -8.8% |
| 1Y | -1.7% | +7.5% | -9.1% | -5.1% |
| 3Y | +72.3% | +30.8% | +41.5% | +52.1% |
| All | +72.3% | +29.8% | +42.5% | +52.1% |
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