+19.1%
XLP vs IRE
-97.0%
+116.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -23.2% | +26.6% | +2.9% |
| 7D | +5.9% | -46.8% | +52.7% | +4.9% |
| 30D | +13.5% | -75.5% | +89.0% | +11.5% |
| 3M | +8.4% | -79.4% | +87.8% | +6.5% |
| 6M | +11.5% | -91.3% | +102.8% | +9.9% |
| YTD | +20.6% | -90.8% | +111.5% | +19.5% |
| 1Y | +24.3% | -97.7% | +122.0% | +22.2% |
| All | +19.1% | -97.0% | +116.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling