+20.7%
XYZ vs IYR
+0.4%
+20.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.3% |
| 7D | +12.1% | +2.0% | +10.2% | +11.2% |
| 30D | +12.4% | +8.2% | +4.1% | +8.2% |
| 3M | +8.2% | -1.7% | +9.9% | +8.3% |
| 6M | +20.7% | -0.4% | +21.1% | +22.7% |
| All | +20.7% | +0.4% | +20.3% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling