+6.2%
XLI vs IRE
-97.2%
+103.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +39.6% | -39.5% | -1.0% |
| 7D | -2.8% | -27.2% | +24.3% | -2.5% |
| 30D | -3.1% | -75.1% | +72.0% | -0.2% |
| 3M | -11.7% | -77.9% | +66.1% | -9.2% |
| 6M | -7.6% | -94.6% | +87.0% | -2.8% |
| YTD | +5.7% | -91.5% | +97.2% | +7.3% |
| 1Y | +7.8% | -97.8% | +105.7% | +11.2% |
| All | +6.2% | -97.2% | +103.5% | +8.6% |
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