+3.4%
XRT vs IRE
-84.4%
+87.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.0% | -13.0% | +0.8% |
| 7D | +0.8% | +54.8% | -54.0% | +0.1% |
| 30D | -4.2% | +18.4% | -22.6% | -4.6% |
| 3M | +5.1% | -66.7% | +71.8% | +6.8% |
| 6M | +2.4% | -52.3% | +54.7% | +2.2% |
| YTD | +3.2% | -52.3% | +55.5% | +1.8% |
| All | +3.4% | -84.4% | +87.8% | +3.7% |
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