+13.0%
XLF vs IRE
-98.1%
+111.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +0.8% |
| 7D | +2.7% | -31.8% | +34.5% | +2.7% |
| 30D | +7.6% | -71.8% | +79.4% | +7.9% |
| 3M | +1.1% | -88.9% | +90.0% | +1.7% |
| 6M | +15.9% | -95.4% | +111.2% | +16.6% |
| YTD | +8.4% | -94.2% | +102.7% | +7.4% |
| 1Y | +12.5% | -97.1% | +109.6% | +11.9% |
| All | +13.0% | -98.1% | +111.2% | +12.8% |
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