+707.2%
XLE vs IYR
+711.5%
-4.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.2% | -1.2% | +1.0% | +0.4% |
| 30D | -4.0% | +6.1% | -10.1% | -7.3% |
| 3M | +4.6% | +0.9% | +3.7% | +3.7% |
| 6M | +12.3% | +1.2% | +11.1% | +10.8% |
| YTD | +44.5% | +11.1% | +33.4% | +34.7% |
| 1Y | +42.4% | +9.0% | +33.4% | +34.2% |
| 3Y | +67.0% | +41.4% | +25.6% | +34.4% |
| 5Y | +161.9% | +6.7% | +155.3% | +143.2% |
| 10Y | +173.9% | +87.7% | +86.2% | +88.1% |
| All | +707.2% | +711.5% | -4.3% | +136.7% |
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