+3.6%
XLY vs IRE
-97.6%
+101.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -23.2% | +27.5% | +4.8% |
| 7D | +6.1% | -46.8% | +52.9% | +7.4% |
| 30D | +10.8% | -75.5% | +86.3% | +14.0% |
| 3M | +3.6% | -79.4% | +83.1% | +6.6% |
| 6M | +4.4% | -91.3% | +95.6% | +8.2% |
| YTD | +3.1% | -90.8% | +93.9% | +4.6% |
| 1Y | +3.6% | -97.7% | +101.3% | +9.1% |
| All | +3.6% | -97.6% | +101.1% | +9.1% |
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 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