+689.0%
XLE vs IYR
+714.7%
-25.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | -7.9% | +2.3% | -10.2% | -9.1% |
| 30D | -4.8% | +7.4% | -12.2% | -8.7% |
| 3M | +8.4% | -0.7% | +9.1% | +8.4% |
| 6M | +12.7% | +1.6% | +11.0% | +10.9% |
| YTD | +41.3% | +11.6% | +29.7% | +31.4% |
| 1Y | +42.3% | +10.5% | +31.8% | +33.1% |
| 3Y | +65.1% | +43.4% | +21.7% | +31.8% |
| 5Y | +150.2% | +6.8% | +143.4% | +132.2% |
| 10Y | +163.9% | +86.0% | +77.9% | +82.1% |
| All | +689.0% | +714.7% | -25.7% | +130.8% |
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 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