+554.2%
XLP vs IYR
+700.6%
-146.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -0.9% | -2.9% | +2.0% | 0.0% |
| 3M | +3.8% | +0.8% | +3.0% | +3.6% |
| 6M | -1.7% | +1.9% | -3.6% | -2.3% |
| YTD | +10.3% | +9.6% | +0.6% | +7.0% |
| 1Y | +7.8% | +8.1% | -0.3% | +5.1% |
| 3Y | +27.2% | +29.2% | -2.0% | +16.7% |
| 5Y | +32.5% | +4.3% | +28.2% | +29.1% |
| 10Y | +101.8% | +64.7% | +37.1% | +70.0% |
| All | +554.2% | +700.6% | -146.4% | +203.1% |
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