+533.2%
XYZ vs IYR
+90.5%
+442.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.1% |
| 7D | -1.0% | -1.2% | +0.3% | +0.5% |
| 30D | -1.7% | -2.9% | +1.1% | +1.7% |
| 3M | +16.7% | +0.8% | +15.9% | +15.0% |
| 6M | +26.9% | +1.9% | +25.0% | +23.3% |
| YTD | +27.1% | +9.6% | +17.5% | +13.1% |
| 1Y | +9.3% | +8.1% | +1.2% | -1.5% |
| 3Y | +42.3% | +29.2% | +13.1% | +3.0% |
| 5Y | -69.3% | +4.3% | -73.6% | -69.8% |
| 10Y | +586.8% | +64.7% | +522.1% | +333.1% |
| All | +533.2% | +90.5% | +442.8% | +247.7% |
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 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