-68.9%
XYZ vs IYR
+4.5%
-73.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.3% |
| 7D | -1.0% | -1.2% | +0.3% | +0.8% |
| 30D | -1.7% | -2.9% | +1.1% | +2.5% |
| 3M | +16.7% | +0.8% | +15.9% | +14.5% |
| 6M | +26.9% | +1.9% | +25.0% | +22.1% |
| YTD | +27.1% | +9.6% | +17.5% | +9.6% |
| 1Y | +9.3% | +8.1% | +1.2% | -4.4% |
| 3Y | +42.3% | +29.2% | +13.1% | -10.2% |
| All | -68.9% | +4.5% | -73.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling