+30.7%
XLK vs IRE
-85.1%
+115.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +0.2% | -4.5% | +4.7% | +0.5% |
| 30D | -0.6% | -7.8% | +7.2% | -0.8% |
| 3M | +2.6% | -60.0% | +62.6% | +5.0% |
| 6M | +34.0% | -48.3% | +82.2% | +31.5% |
| YTD | +30.7% | -54.5% | +85.1% | +26.4% |
| All | +30.7% | -85.1% | +115.8% | +29.3% |
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