+52.3%
XOM vs IYR
+6.2%
+46.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.6% |
| 7D | +4.1% | -1.4% | +5.4% | +3.9% |
| 30D | +4.6% | -2.7% | +7.2% | +4.2% |
| 3M | +14.0% | -2.1% | +16.1% | +13.6% |
| 6M | +11.0% | +3.6% | +7.4% | +11.5% |
| YTD | +40.7% | +8.1% | +32.6% | +37.4% |
| 1Y | +52.3% | +4.7% | +47.6% | +49.4% |
| All | +52.3% | +6.2% | +46.1% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling