+120.4%
XLK vs IYR
+29.0%
+91.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.2% | -1.4% | +1.6% | +0.7% |
| 30D | -0.6% | -2.7% | +2.0% | +0.3% |
| 3M | +2.6% | -2.1% | +4.7% | +3.0% |
| 6M | +34.0% | +3.6% | +30.4% | +30.7% |
| YTD | +30.7% | +8.1% | +22.5% | +24.8% |
| 1Y | +39.2% | +4.7% | +34.5% | +34.9% |
| 3Y | +120.4% | +29.1% | +91.3% | +94.9% |
| All | +120.4% | +29.0% | +91.5% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling