+868.6%
XLI vs IYR
+699.9%
+168.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | -5.8% | -2.5% | -3.3% | -4.5% |
| 3M | +0.7% | +1.5% | -0.8% | -0.3% |
| 6M | +3.2% | +3.9% | -0.7% | +0.8% |
| YTD | +13.0% | +9.5% | +3.5% | +7.3% |
| 1Y | +16.8% | +7.5% | +9.3% | +11.9% |
| 3Y | +72.4% | +30.8% | +41.6% | +47.5% |
| 5Y | +82.8% | +4.8% | +78.0% | +75.3% |
| 10Y | +252.4% | +64.3% | +188.1% | +165.3% |
| All | +868.6% | +699.9% | +168.8% | +147.9% |
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