+794.5%
XOM vs IYR
+690.9%
+103.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | 0.0% | -0.9% | +1.0% | +0.4% |
| 30D | +3.4% | -2.4% | +5.8% | +4.5% |
| 3M | +11.0% | -2.0% | +13.0% | +11.8% |
| 6M | +10.6% | +2.5% | +8.1% | +8.8% |
| YTD | +39.2% | +8.3% | +30.9% | +33.5% |
| 1Y | +52.7% | +6.5% | +46.3% | +47.5% |
| 3Y | +56.8% | +29.3% | +27.4% | +37.3% |
| 5Y | +261.8% | +5.7% | +256.1% | +242.2% |
| 10Y | +191.3% | +69.2% | +122.1% | +123.7% |
| All | +794.5% | +690.9% | +103.6% | +209.7% |
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