+5.9%
XRT vs IRE
-97.2%
+103.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +39.6% | -41.3% | -2.0% |
| 7D | +0.9% | -27.2% | +28.1% | +1.0% |
| 30D | +7.9% | -75.1% | +83.1% | +9.4% |
| 3M | -0.2% | -77.9% | +77.7% | +1.0% |
| 6M | +5.6% | -94.6% | +100.2% | +8.9% |
| YTD | +5.7% | -91.5% | +97.2% | +6.0% |
| 1Y | +14.6% | -97.8% | +112.4% | +18.7% |
| All | +5.9% | -97.2% | +103.1% | +8.0% |
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