+887.0%
IBKR vs XLRE
+109.5%
+777.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | -1.3% | -1.2% | -0.2% | -0.7% |
| 30D | -0.2% | -2.4% | +2.2% | +1.1% |
| 3M | +3.0% | -2.5% | +5.4% | +4.0% |
| 6M | +33.9% | +4.0% | +29.9% | +30.6% |
| YTD | +42.5% | +9.3% | +33.2% | +35.4% |
| 1Y | +44.9% | +5.6% | +39.3% | +40.1% |
| 3Y | +293.0% | +31.3% | +261.7% | +233.2% |
| 5Y | +497.7% | +9.5% | +488.1% | +455.9% |
| 10Y | +1,004.4% | +89.0% | +915.4% | +649.2% |
| All | +887.0% | +109.5% | +777.5% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling