+73.0%
IBM vs XLRE
+30.1%
+42.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.0% |
| 7D | -0.3% | -2.7% | +2.4% | +1.1% |
| 30D | -1.8% | -2.3% | +0.5% | -0.7% |
| 3M | -13.5% | -3.5% | -10.0% | -11.7% |
| 6M | -5.1% | +1.9% | -7.0% | -6.2% |
| YTD | -19.4% | +8.3% | -27.7% | -23.0% |
| 1Y | -6.5% | +6.4% | -12.9% | -9.9% |
| All | +73.0% | +30.1% | +42.9% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling