+621.5%
XYZ vs IYR
+88.9%
+532.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -2.2% | -1.2% | -1.0% | -0.7% |
| 30D | +11.6% | +6.1% | +5.5% | +4.3% |
| 3M | +8.4% | +0.9% | +7.5% | +7.6% |
| 6M | +17.2% | +1.2% | +16.0% | +15.1% |
| YTD | +31.7% | +11.1% | +20.6% | +15.2% |
| 1Y | +30.1% | +9.0% | +21.1% | +16.5% |
| 3Y | +66.4% | +41.4% | +25.0% | +5.9% |
| 5Y | -62.2% | +6.7% | -68.8% | -63.7% |
| 10Y | +621.5% | +87.7% | +533.9% | +284.5% |
| All | +621.5% | +88.9% | +532.7% | +284.5% |
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