+149.9%
XLE vs IYR
+5.0%
+145.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -12.0% | +2.0% | -14.0% | -12.8% |
| 30D | -2.7% | +8.2% | -11.0% | -5.9% |
| 3M | +6.6% | -1.7% | +8.3% | +7.1% |
| 6M | +9.5% | -0.4% | +9.9% | +9.3% |
| YTD | +40.6% | +9.9% | +30.7% | +33.7% |
| 1Y | +43.6% | +10.4% | +33.1% | +36.3% |
| 3Y | +58.1% | +38.4% | +19.6% | +34.4% |
| All | +149.9% | +5.0% | +145.0% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling