+376.2%
XLF vs IYR
+690.9%
-314.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | -1.3% | -2.4% | +1.1% | +0.6% |
| 3M | +9.1% | -2.0% | +11.2% | +10.7% |
| 6M | +14.4% | +2.5% | +11.9% | +11.6% |
| YTD | +5.1% | +8.3% | -3.2% | -2.2% |
| 1Y | +8.6% | +6.5% | +2.2% | +2.5% |
| 3Y | +74.4% | +29.3% | +45.1% | +37.3% |
| 5Y | +64.4% | +5.7% | +58.7% | +50.7% |
| 10Y | +251.6% | +69.2% | +182.4% | +110.3% |
| All | +376.2% | +690.9% | -314.7% | -28.1% |
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 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