+3.8%
XME vs IRE
-97.8%
+101.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.7% |
| 7D | +0.9% | -15.5% | +16.5% | +0.9% |
| 30D | -7.3% | -70.4% | +63.1% | +0.9% |
| 3M | -14.8% | -81.6% | +66.8% | -4.6% |
| 6M | -18.4% | -94.7% | +76.3% | -2.5% |
| YTD | -4.7% | -91.8% | +87.1% | +2.8% |
| All | +3.8% | -97.8% | +101.6% | +19.8% |
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