-25.0%
XYL vs IRE
-82.8%
+57.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.2% | -7.3% | +2.8% |
| 7D | +1.8% | +58.9% | -57.1% | +1.2% |
| 30D | -9.2% | +17.2% | -26.4% | -9.5% |
| 3M | -0.3% | -58.6% | +58.3% | +1.8% |
| 6M | -11.0% | -23.5% | +12.5% | -12.1% |
| YTD | -19.2% | -47.4% | +28.2% | -20.8% |
| All | -25.0% | -82.8% | +57.8% | -25.7% |
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 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