+580.0%
XYZ vs IYR
+63.0%
+516.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +2.9% | -0.4% | +3.2% | +3.3% |
| 30D | +1.4% | -2.5% | +3.9% | +4.5% |
| 3M | +14.6% | +1.5% | +13.1% | +12.1% |
| 6M | +20.8% | +3.9% | +16.9% | +14.5% |
| YTD | +23.1% | +9.5% | +13.5% | +9.3% |
| 1Y | +5.6% | +7.5% | -1.8% | -4.3% |
| 3Y | +50.9% | +30.8% | +20.1% | +6.5% |
| 5Y | -68.6% | +4.8% | -73.3% | -69.3% |
| 10Y | +580.0% | +64.3% | +515.6% | +309.9% |
| All | +580.0% | +63.0% | +516.9% | +309.9% |
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