-6.4%
XHB vs IRE
-98.1%
+91.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.4% | +15.1% | +0.9% |
| 7D | -0.2% | -31.8% | +31.6% | +0.3% |
| 30D | +9.9% | -71.8% | +81.7% | +11.6% |
| 3M | -6.3% | -88.9% | +82.6% | -3.3% |
| 6M | +3.8% | -95.4% | +99.2% | +7.8% |
| YTD | +0.1% | -94.2% | +94.4% | +2.4% |
| 1Y | -0.8% | -97.1% | +96.3% | +1.6% |
| All | -6.4% | -98.1% | +91.7% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling