+2.7%
XEL vs IRE
-98.1%
+100.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.8% | -0.2% |
| 7D | +1.7% | -41.9% | +43.6% | +1.4% |
| 30D | +8.6% | -75.1% | +83.7% | +7.9% |
| 3M | +5.1% | -82.4% | +87.5% | +4.4% |
| 6M | +2.5% | -95.5% | +98.0% | +1.7% |
| YTD | +11.0% | -93.1% | +104.0% | +9.6% |
| 1Y | +2.7% | -97.8% | +100.5% | +2.4% |
| All | +2.7% | -98.1% | +100.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling