+248.8%
XLF vs IYR
+69.7%
+179.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -1.5% | -1.4% | -0.1% | -0.5% |
| 30D | -1.2% | -2.7% | +1.5% | +0.8% |
| 3M | +9.2% | -2.1% | +11.3% | +10.7% |
| 6M | +16.3% | +3.6% | +12.7% | +13.0% |
| YTD | +5.4% | +8.1% | -2.7% | -0.9% |
| 1Y | +7.6% | +4.7% | +2.9% | +3.5% |
| 3Y | +74.2% | +29.1% | +45.1% | +41.4% |
| 5Y | +66.1% | +6.9% | +59.2% | +54.1% |
| All | +248.8% | +69.7% | +179.1% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling