+47.0%
XLE vs IRE
-97.3%
+144.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -7.9% | -15.5% | +7.6% | -7.8% |
| 30D | -4.8% | -70.4% | +65.6% | -5.7% |
| 3M | +8.4% | -81.6% | +90.0% | +7.0% |
| 6M | +12.7% | -94.7% | +107.4% | +11.1% |
| YTD | +41.3% | -91.8% | +133.0% | +38.4% |
| 1Y | +42.3% | -97.6% | +139.9% | +38.5% |
| All | +47.0% | -97.3% | +144.3% | +43.8% |
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 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