+614.0%
XLU vs IYR
+689.7%
-75.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | -3.3% | -2.7% | -0.6% | -2.2% |
| 3M | -3.2% | -2.1% | -1.0% | -2.3% |
| 6M | -7.0% | +3.6% | -10.5% | -8.3% |
| YTD | +0.6% | +8.1% | -7.5% | -2.6% |
| 1Y | +2.4% | +4.7% | -2.3% | +0.4% |
| 3Y | +46.3% | +29.1% | +17.1% | +31.0% |
| 5Y | +44.0% | +6.9% | +37.0% | +38.7% |
| 10Y | +140.1% | +69.0% | +71.1% | +94.5% |
| All | +614.0% | +689.7% | -75.7% | +158.8% |
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