+42.7%
XLP vs IYR
+5.7%
+37.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +8.2% | +5.7% | +2.5% | +5.6% |
| 3M | +7.7% | -0.6% | +8.3% | +8.0% |
| 6M | +9.3% | +0.5% | +8.8% | +9.0% |
| YTD | +19.5% | +10.4% | +9.1% | +14.4% |
| 1Y | +21.0% | +9.2% | +11.8% | +16.4% |
| 3Y | +43.2% | +40.5% | +2.7% | +23.3% |
| 5Y | +42.7% | +5.9% | +36.8% | +38.3% |
| All | +42.7% | +5.7% | +37.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling