-6.2%
XME vs IRE
-98.1%
+91.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.4% | +12.8% | -0.3% |
| 7D | +0.3% | -31.8% | +32.2% | +3.4% |
| 30D | -6.1% | -71.8% | +65.6% | +2.0% |
| 3M | -18.6% | -88.9% | +70.3% | -5.6% |
| 6M | -23.9% | -95.4% | +71.5% | -9.4% |
| YTD | -9.3% | -94.2% | +84.9% | +1.3% |
| 1Y | +1.8% | -97.1% | +98.9% | +15.0% |
| All | -6.2% | -98.1% | +91.9% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling