-34.5%
XYL vs IRE
-97.5%
+63.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.1% | -13.9% | -1.8% |
| 7D | -5.9% | -15.1% | +9.3% | -5.8% |
| 30D | -7.3% | -71.4% | +64.1% | -6.6% |
| 3M | -22.5% | -81.2% | +58.7% | -21.6% |
| 6M | -14.4% | -93.7% | +79.3% | -12.0% |
| YTD | -29.4% | -92.2% | +62.8% | -29.7% |
| 1Y | -35.6% | -97.3% | +61.7% | -35.0% |
| All | -34.5% | -97.5% | +63.0% | -34.1% |
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