+711.2%
XLE vs IYR
+700.6%
+10.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.9% |
| 30D | +11.8% | -2.9% | +14.6% | +13.5% |
| 3M | +9.8% | +0.8% | +9.0% | +9.0% |
| 6M | +15.6% | +1.9% | +13.7% | +13.6% |
| YTD | +45.3% | +9.6% | +35.6% | +36.8% |
| 1Y | +48.3% | +8.1% | +40.2% | +40.7% |
| 3Y | +55.4% | +29.2% | +26.2% | +31.6% |
| 5Y | +216.1% | +4.3% | +211.8% | +197.9% |
| 10Y | +178.4% | +64.7% | +113.7% | +105.1% |
| All | +711.2% | +700.6% | +10.6% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling