-32.6%
XYL vs IRE
-97.2%
+64.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +39.6% | -41.8% | -2.1% |
| 7D | +5.9% | -27.2% | +33.1% | +5.9% |
| 30D | -3.9% | -75.1% | +71.2% | -3.0% |
| 3M | -18.7% | -77.9% | +59.2% | -17.9% |
| 6M | -16.9% | -94.6% | +77.7% | -13.9% |
| YTD | -27.4% | -91.5% | +64.2% | -27.7% |
| 1Y | -34.0% | -97.8% | +63.8% | -33.0% |
| All | -32.6% | -97.2% | +64.6% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling