+103.1%
XLP vs IYR
+63.3%
+39.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -0.9% | -2.9% | +2.0% | +0.5% |
| 3M | +3.8% | +0.8% | +3.0% | +3.4% |
| 6M | -1.7% | +1.9% | -3.6% | -2.7% |
| YTD | +10.3% | +9.6% | +0.6% | +5.3% |
| 1Y | +7.8% | +8.1% | -0.3% | +3.6% |
| 3Y | +27.2% | +29.2% | -2.0% | +10.8% |
| 5Y | +32.5% | +4.3% | +28.2% | +27.4% |
| All | +103.1% | +63.3% | +39.8% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling