+181.3%
XLE vs IYR
+65.1%
+116.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.9% |
| 30D | +8.5% | -2.4% | +10.9% | +10.2% |
| 3M | +14.6% | -2.0% | +16.6% | +15.9% |
| 6M | +17.6% | +2.5% | +15.1% | +14.5% |
| YTD | +48.1% | +8.3% | +39.8% | +38.5% |
| 1Y | +53.8% | +6.5% | +47.3% | +45.5% |
| 3Y | +56.2% | +29.3% | +26.9% | +25.8% |
| 5Y | +227.7% | +5.7% | +222.1% | +202.2% |
| 10Y | +181.3% | +69.2% | +112.1% | +89.0% |
| All | +181.3% | +65.1% | +116.2% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling