+25.1%
XYZ vs IYR
+8.9%
+16.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.4% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | +7.0% | +5.7% | +1.3% | +3.0% |
| 3M | +5.1% | -0.6% | +5.7% | +5.6% |
| 6M | +14.1% | +0.5% | +13.5% | +13.9% |
| YTD | +26.4% | +10.4% | +15.9% | +16.2% |
| 1Y | +25.1% | +9.2% | +15.9% | +16.8% |
| All | +25.1% | +8.9% | +16.1% | +16.8% |
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