-2.9%
XLU vs IRE
-84.4%
+81.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | +0.1% |
| 7D | +0.8% | +54.8% | -54.0% | +0.6% |
| 30D | -1.3% | +18.4% | -19.7% | -1.4% |
| 3M | -1.3% | -66.7% | +65.4% | -0.9% |
| 6M | -7.6% | -52.3% | +44.7% | -7.9% |
| YTD | +2.3% | -52.3% | +54.6% | +1.3% |
| All | -2.9% | -84.4% | +81.5% | -2.8% |
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