+712.1%
XLV vs IYR
+689.7%
+22.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -3.6% | -1.4% | -2.2% | -3.1% |
| 30D | -1.8% | -2.7% | +0.8% | -0.9% |
| 3M | +7.8% | -2.1% | +9.9% | +8.6% |
| 6M | +9.1% | +3.6% | +5.5% | +7.7% |
| YTD | +7.7% | +8.1% | -0.4% | +4.7% |
| 1Y | +20.4% | +4.7% | +15.7% | +18.4% |
| 3Y | +30.8% | +29.1% | +1.6% | +18.7% |
| 5Y | +34.6% | +6.9% | +27.7% | +29.9% |
| 10Y | +173.4% | +69.0% | +104.4% | +123.4% |
| All | +712.1% | +689.7% | +22.4% | +177.5% |
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