+46.2%
XLE vs IRE
-97.2%
+143.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +39.6% | -39.6% | +0.2% |
| 7D | -12.0% | -27.2% | +15.2% | -12.1% |
| 30D | -2.7% | -75.1% | +72.4% | -3.8% |
| 3M | +6.6% | -77.9% | +84.4% | +5.4% |
| 6M | +9.5% | -94.6% | +104.1% | +8.1% |
| YTD | +40.6% | -91.5% | +132.1% | +37.7% |
| 1Y | +43.6% | -97.8% | +141.4% | +39.5% |
| All | +46.2% | -97.2% | +143.5% | +43.1% |
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