+143.8%
IBM vs XLRE
+89.0%
+54.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +3.6% | -1.2% | +4.7% | +4.3% |
| 30D | +3.1% | -2.4% | +5.5% | +4.5% |
| 3M | -10.8% | -2.5% | -8.4% | -9.4% |
| 6M | -0.8% | +4.0% | -4.8% | -3.2% |
| YTD | -16.2% | +9.3% | -25.5% | -20.5% |
| 1Y | -2.9% | +5.6% | -8.5% | -6.1% |
| 3Y | +79.8% | +31.3% | +48.6% | +52.1% |
| 5Y | +124.9% | +9.5% | +115.3% | +107.6% |
| All | +143.8% | +89.0% | +54.8% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling