+22.4%
XLP vs IRE
-98.3%
+120.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +39.6% | -40.9% | -0.5% |
| 7D | +0.7% | -27.2% | +27.9% | +0.5% |
| 30D | +10.3% | -75.1% | +85.4% | +8.5% |
| 3M | +6.5% | -77.9% | +84.4% | +4.9% |
| 6M | +8.4% | -94.6% | +103.0% | +6.6% |
| YTD | +18.2% | -91.5% | +109.7% | +17.4% |
| 1Y | +22.4% | -97.8% | +120.3% | +20.1% |
| All | +22.4% | -98.3% | +120.8% | +20.1% |
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