+11.5%
XLF vs IRE
-84.4%
+96.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -0.9% |
| 7D | 0.0% | +54.8% | -54.8% | -0.2% |
| 30D | +0.2% | +18.4% | -18.2% | 0.0% |
| 3M | +11.7% | -66.7% | +78.4% | +12.2% |
| 6M | +13.8% | -52.3% | +66.1% | +13.0% |
| YTD | +7.0% | -52.3% | +59.3% | +5.3% |
| All | +11.5% | -84.4% | +96.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling