+14.2%
XLI vs IRE
-84.4%
+98.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | 0.0% |
| 7D | -1.1% | +54.8% | -55.8% | -2.3% |
| 30D | -5.9% | +18.4% | -24.3% | -6.7% |
| 3M | -0.3% | -66.7% | +66.5% | +1.3% |
| 6M | +0.1% | -52.3% | +52.4% | -1.0% |
| YTD | +13.6% | -52.3% | +65.9% | +11.1% |
| All | +14.2% | -84.4% | +98.6% | +12.4% |
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