+601.3%
XLP vs IYR
+702.4%
-101.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +0.7% | +2.0% | -1.2% | +0.1% |
| 30D | +10.3% | +8.2% | +2.0% | +7.5% |
| 3M | +6.5% | -1.7% | +8.3% | +7.1% |
| 6M | +8.4% | -0.4% | +8.8% | +8.5% |
| YTD | +18.2% | +9.9% | +8.3% | +14.7% |
| 1Y | +22.4% | +10.4% | +12.0% | +18.6% |
| 3Y | +41.9% | +38.4% | +3.4% | +27.5% |
| 5Y | +40.9% | +5.2% | +35.6% | +36.8% |
| 10Y | +128.4% | +83.8% | +44.5% | +86.9% |
| All | +601.3% | +702.4% | -101.1% | +224.7% |
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