+80.4%
XLI vs IYR
+4.5%
+75.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -2.3% | -2.8% | +0.5% | -0.6% |
| 30D | -8.2% | -2.5% | -5.6% | -6.7% |
| 3M | +0.8% | -3.0% | +3.7% | +2.3% |
| 6M | +0.8% | +1.6% | -0.8% | -0.6% |
| YTD | +10.5% | +7.3% | +3.2% | +5.3% |
| 1Y | +14.1% | +5.6% | +8.5% | +9.7% |
| 3Y | +68.6% | +28.1% | +40.5% | +41.9% |
| 5Y | +80.4% | +6.1% | +74.3% | +71.5% |
| All | +80.4% | +4.5% | +75.9% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling