+16.7%
XRT vs IRE
-97.8%
+114.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.7% |
| 7D | +2.5% | -15.5% | +18.0% | +2.5% |
| 30D | +10.3% | -70.4% | +80.7% | +11.3% |
| 3M | +2.4% | -81.6% | +84.0% | +3.6% |
| 6M | +10.0% | -94.7% | +104.7% | +13.1% |
| YTD | +9.5% | -91.8% | +101.3% | +10.4% |
| All | +16.7% | -97.8% | +114.5% | +18.4% |
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