+54.1%
XLE vs IRE
-98.1%
+152.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.4% | +15.4% | +0.9% |
| 7D | +5.4% | -31.8% | +37.3% | +5.2% |
| 30D | -3.9% | -71.8% | +67.8% | -4.8% |
| 3M | +7.0% | -88.9% | +95.9% | +5.3% |
| 6M | +14.2% | -95.4% | +109.6% | +12.4% |
| YTD | +48.2% | -94.2% | +142.4% | +44.8% |
| 1Y | +47.7% | -97.1% | +144.8% | +44.6% |
| All | +54.1% | -98.1% | +152.3% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling