-9.1%
XLC vs IRE
-97.2%
+88.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +39.6% | -39.2% | +0.2% |
| 7D | +4.9% | -27.2% | +32.1% | +4.9% |
| 30D | -5.8% | -75.1% | +69.3% | -5.2% |
| 3M | -5.4% | -77.9% | +72.4% | -4.9% |
| 6M | -10.2% | -94.6% | +84.4% | -8.4% |
| YTD | -10.2% | -91.5% | +81.4% | -10.1% |
| 1Y | -5.6% | -97.8% | +92.2% | -3.9% |
| All | -9.1% | -97.2% | +88.2% | -8.2% |
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