+1,080.0%
XLY vs IYR
+689.7%
+390.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | -1.7% | -1.4% | -0.3% | -0.9% |
| 30D | -4.2% | -2.7% | -1.5% | -2.7% |
| 3M | -2.7% | -2.1% | -0.5% | -1.6% |
| 6M | -0.6% | +3.6% | -4.2% | -2.8% |
| YTD | -5.0% | +8.1% | -13.2% | -9.4% |
| 1Y | -4.1% | +4.7% | -8.8% | -6.9% |
| 3Y | +33.6% | +29.1% | +4.5% | +14.5% |
| 5Y | +28.7% | +6.9% | +21.8% | +23.2% |
| 10Y | +219.6% | +69.0% | +150.7% | +134.3% |
| All | +1,080.0% | +689.7% | +390.4% | +134.6% |
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