+788.5%
XLK vs IYR
+683.6%
+105.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -0.4% | -2.8% | +2.4% | +1.1% |
| 30D | -0.5% | -2.5% | +2.1% | +0.8% |
| 3M | +5.0% | -3.0% | +7.9% | +6.2% |
| 6M | +32.9% | +1.6% | +31.2% | +30.9% |
| YTD | +29.0% | +7.3% | +21.7% | +23.5% |
| 1Y | +37.8% | +5.6% | +32.2% | +32.9% |
| 3Y | +118.7% | +28.1% | +90.6% | +89.0% |
| 5Y | +145.6% | +6.1% | +139.5% | +134.7% |
| 10Y | +791.5% | +67.7% | +723.8% | +577.0% |
| All | +788.5% | +683.6% | +105.0% | +123.5% |
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 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