+253.9%
XLI vs IYR
+69.7%
+184.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -1.7% | -1.4% | -0.3% | -0.7% |
| 30D | -7.3% | -2.7% | -4.6% | -5.6% |
| 3M | -1.3% | -2.1% | +0.8% | -0.2% |
| 6M | +2.2% | +3.6% | -1.4% | -0.6% |
| YTD | +11.7% | +8.1% | +3.6% | +5.4% |
| 1Y | +14.3% | +4.7% | +9.5% | +10.1% |
| 3Y | +70.3% | +29.1% | +41.2% | +39.7% |
| 5Y | +82.3% | +6.9% | +75.4% | +69.7% |
| All | +253.9% | +69.7% | +184.2% | +144.3% |
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 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