+554.0%
XYZ vs IYR
+90.9%
+463.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.4% |
| 7D | +12.1% | +2.0% | +10.2% | +10.1% |
| 30D | +12.4% | +8.2% | +4.1% | +2.7% |
| 3M | +8.2% | -1.7% | +9.9% | +10.8% |
| 6M | +20.7% | -0.4% | +21.1% | +20.9% |
| YTD | +31.3% | +9.9% | +21.4% | +16.9% |
| 1Y | +20.5% | +10.4% | +10.1% | +6.4% |
| 3Y | +72.6% | +38.4% | +34.2% | +14.8% |
| 5Y | -64.0% | +5.2% | -69.2% | -64.8% |
| 10Y | +601.8% | +83.8% | +518.0% | +317.6% |
| All | +554.0% | +90.9% | +463.1% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling