+58.1%
XLE vs IYR
+36.6%
+21.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -12.0% | +2.0% | -14.0% | -12.6% |
| 30D | -2.7% | +8.2% | -11.0% | -5.5% |
| 3M | +6.6% | -1.7% | +8.3% | +7.1% |
| 6M | +9.5% | -0.4% | +9.9% | +9.4% |
| YTD | +40.6% | +9.9% | +30.7% | +33.8% |
| 1Y | +43.6% | +10.4% | +33.1% | +36.3% |
| 3Y | +58.1% | +38.4% | +19.6% | +36.5% |
| All | +58.1% | +36.6% | +21.5% | +36.5% |
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