+638.0%
XYZ vs IYR
+86.8%
+551.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +1.7% |
| 7D | +14.9% | +2.3% | +12.6% | +12.3% |
| 30D | +14.7% | +7.4% | +7.3% | +5.6% |
| 3M | +12.1% | -0.7% | +12.8% | +13.5% |
| 6M | +18.3% | +1.6% | +16.7% | +15.6% |
| YTD | +36.1% | +11.6% | +24.5% | +18.4% |
| 1Y | +35.3% | +10.5% | +24.8% | +19.1% |
| 3Y | +73.5% | +43.4% | +30.1% | +8.5% |
| 5Y | -61.6% | +6.8% | -68.4% | -63.3% |
| 10Y | +638.0% | +86.0% | +552.0% | +291.3% |
| All | +638.0% | +86.8% | +551.2% | +291.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling