+18.0%
XLP vs IRE
-97.7%
+115.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.8% | +16.0% | -0.2% |
| 7D | +2.3% | -41.9% | +44.2% | +1.6% |
| 30D | +9.1% | -75.1% | +84.2% | +7.3% |
| 3M | +7.9% | -82.4% | +90.3% | +5.9% |
| 6M | +9.6% | -95.5% | +105.1% | +7.5% |
| YTD | +19.4% | -93.1% | +112.5% | +18.1% |
| 1Y | +22.4% | -97.8% | +120.2% | +20.2% |
| All | +18.0% | -97.7% | +115.7% | +16.1% |
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 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