+32.6%
XYZ vs IYR
+10.7%
+21.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.2% |
| 7D | +14.9% | +2.3% | +12.6% | +13.0% |
| 30D | +14.7% | +7.4% | +7.3% | +8.9% |
| 3M | +12.1% | -0.7% | +12.8% | +12.3% |
| 6M | +18.3% | +1.6% | +16.7% | +16.9% |
| YTD | +36.1% | +11.6% | +24.5% | +24.8% |
| All | +32.6% | +10.7% | +21.9% | +22.3% |
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 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