+19.4%
XLB vs IRE
-97.2%
+116.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +39.6% | -40.3% | -1.1% |
| 7D | -1.5% | -27.2% | +25.7% | -1.4% |
| 30D | +6.1% | -75.1% | +81.2% | +7.5% |
| 3M | 0.0% | -77.9% | +77.9% | +1.3% |
| 6M | 0.0% | -94.6% | +94.5% | +3.0% |
| YTD | +16.0% | -91.5% | +107.6% | +17.0% |
| 1Y | +24.7% | -97.8% | +122.6% | +26.5% |
| All | +19.4% | -97.2% | +116.6% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling