+128.8%
XLP vs IYR
+86.8%
+42.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.1% |
| 7D | +0.1% | +2.3% | -2.2% | -1.0% |
| 30D | +8.9% | +7.4% | +1.6% | +5.2% |
| 3M | +7.5% | -0.7% | +8.2% | +7.8% |
| 6M | +9.4% | +1.6% | +7.8% | +8.5% |
| YTD | +19.3% | +11.6% | +7.7% | +12.9% |
| 1Y | +21.7% | +10.5% | +11.2% | +15.8% |
| 3Y | +44.0% | +43.4% | +0.6% | +19.2% |
| 5Y | +42.8% | +6.8% | +36.0% | +35.6% |
| 10Y | +128.8% | +86.0% | +42.8% | +56.6% |
| All | +128.8% | +86.8% | +42.0% | +56.6% |
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