+2.9%
IAU vs XLRE
+14.1%
-11.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.3% | +2.7% |
| 7D | -0.3% | +7.1% | -7.4% | -2.1% |
| 30D | -1.9% | +10.9% | -12.8% | -4.7% |
| 3M | -0.4% | +0.7% | -1.1% | -0.9% |
| 6M | -10.1% | +4.1% | -14.2% | -11.6% |
| YTD | -5.9% | +14.5% | -20.4% | -9.7% |
| 1Y | +2.9% | +14.1% | -11.2% | -1.3% |
| All | +2.9% | +14.1% | -11.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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