+839.8%
XLI vs IYR
+707.1%
+132.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.8% | +0.6% | +3.2% | +3.4% |
| 30D | +1.0% | +6.6% | -5.5% | -2.5% |
| 3M | -8.9% | -1.8% | -7.1% | -8.1% |
| 6M | -2.3% | +1.4% | -3.7% | -3.4% |
| YTD | +9.7% | +10.5% | -0.9% | +3.5% |
| 1Y | +12.3% | +10.6% | +1.7% | +6.0% |
| 3Y | +71.5% | +41.8% | +29.6% | +40.4% |
| 5Y | +70.2% | +6.0% | +64.1% | +62.1% |
| 10Y | +227.5% | +86.7% | +140.8% | +131.4% |
| All | +839.8% | +707.1% | +132.7% | +139.1% |
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