-6.5%
XLC vs IRE
-97.7%
+91.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.8% | +16.2% | +0.5% |
| 7D | +6.2% | -41.9% | +48.1% | +6.5% |
| 30D | -2.4% | -75.1% | +72.7% | -1.7% |
| 3M | -3.3% | -82.4% | +79.1% | -2.6% |
| 6M | -7.3% | -95.5% | +88.2% | -5.3% |
| YTD | -7.6% | -93.1% | +85.4% | -7.5% |
| 1Y | -3.7% | -97.8% | +94.1% | -2.2% |
| All | -6.5% | -97.7% | +91.3% | -5.5% |
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