+72.6%
XYZ vs IYR
+36.6%
+36.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.3% |
| 7D | +12.1% | +2.0% | +10.2% | +10.5% |
| 30D | +12.4% | +8.2% | +4.1% | +4.6% |
| 3M | +8.2% | -1.7% | +9.9% | +10.3% |
| 6M | +20.7% | -0.4% | +21.1% | +21.1% |
| YTD | +31.3% | +9.9% | +21.4% | +19.3% |
| 1Y | +20.5% | +10.4% | +10.1% | +8.7% |
| 3Y | +72.6% | +38.4% | +34.2% | +23.7% |
| All | +72.6% | +36.6% | +36.0% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling