+10.1%
XLF vs IRE
-97.2%
+107.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +39.6% | -40.2% | -0.7% |
| 7D | +1.2% | -27.2% | +28.3% | +1.2% |
| 30D | +6.3% | -75.1% | +81.5% | +6.7% |
| 3M | -0.8% | -77.9% | +77.1% | -0.5% |
| 6M | +11.0% | -94.6% | +105.6% | +11.9% |
| YTD | +5.6% | -91.5% | +97.2% | +4.5% |
| 1Y | +10.8% | -97.8% | +108.6% | +11.3% |
| All | +10.1% | -97.2% | +107.3% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling