+1.0%
XLU vs IRE
-97.6%
+98.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.2% | +23.7% | +0.5% |
| 7D | +2.6% | -46.8% | +49.5% | +2.7% |
| 30D | +9.1% | -75.5% | +84.6% | +9.5% |
| 3M | -0.4% | -79.4% | +79.0% | -0.1% |
| 6M | -4.7% | -91.3% | +86.6% | -4.3% |
| YTD | +4.3% | -90.8% | +95.1% | +3.9% |
| 1Y | +1.0% | -97.7% | +98.7% | +2.5% |
| All | +1.0% | -97.6% | +98.5% | +2.5% |
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 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