+507.1%
IBKR vs XLRE
+7.7%
+499.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.2% |
| 30D | -1.3% | -4.7% | +3.4% | +0.7% |
| 3M | 0.0% | -4.1% | +4.1% | +1.6% |
| 6M | +37.4% | +3.6% | +33.7% | +34.6% |
| YTD | +41.5% | +8.5% | +33.0% | +35.9% |
| 1Y | +43.1% | +5.3% | +37.7% | +39.1% |
| 3Y | +297.8% | +29.3% | +268.4% | +251.1% |
| 5Y | +507.1% | +8.4% | +498.7% | +522.0% |
| All | +507.1% | +7.7% | +499.4% | +522.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling