+163.9%
XLE vs IYR
+86.1%
+77.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -6.7% | +2.1% | -8.8% | -8.1% |
| 30D | -4.4% | +7.2% | -11.6% | -9.0% |
| 3M | +4.0% | +0.4% | +3.6% | +3.3% |
| 6M | +13.2% | +1.4% | +11.7% | +11.1% |
| YTD | +41.9% | +11.3% | +30.5% | +29.8% |
| 1Y | +41.6% | +10.5% | +31.2% | +30.3% |
| 3Y | +64.0% | +41.7% | +22.3% | +23.2% |
| 5Y | +158.1% | +7.1% | +151.0% | +135.8% |
| 10Y | +163.9% | +89.1% | +74.9% | +75.0% |
| All | +163.9% | +86.1% | +77.8% | +75.0% |
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