+46.6%
XLE vs IYR
+8.9%
+37.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.4% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -4.3% | +5.7% | -10.0% | -3.6% |
| 3M | +6.0% | -0.6% | +6.6% | +6.0% |
| 6M | +13.2% | +0.5% | +12.7% | +13.5% |
| YTD | +46.7% | +10.4% | +36.3% | +41.0% |
| 1Y | +46.6% | +9.2% | +37.4% | +41.8% |
| All | +46.6% | +8.9% | +37.7% | +41.8% |
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