+16.6%
XLV vs IRE
-82.8%
+99.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.2% | -12.8% | -2.4% |
| 7D | -2.6% | +58.9% | -61.6% | -2.1% |
| 30D | +0.9% | +17.2% | -16.3% | +1.2% |
| 3M | +10.0% | -58.6% | +68.6% | +10.4% |
| 6M | +10.4% | -23.5% | +33.9% | +10.9% |
| YTD | +8.9% | -47.4% | +56.3% | +9.0% |
| All | +16.6% | -82.8% | +99.5% | +16.5% |
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