+151.1%
IBM vs XLRE
+111.8%
+39.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | -1.5% | -2.4% | +0.9% | -0.2% |
| 3M | -16.8% | +0.6% | -17.3% | -16.9% |
| 6M | -9.0% | +3.9% | -13.0% | -11.1% |
| YTD | -20.1% | +10.5% | -30.5% | -24.6% |
| 1Y | -7.0% | +8.4% | -15.4% | -11.4% |
| 3Y | +72.4% | +32.8% | +39.6% | +45.1% |
| 5Y | +112.0% | +7.0% | +104.9% | +98.7% |
| 10Y | +131.6% | +83.8% | +47.7% | +56.0% |
| All | +151.1% | +111.8% | +39.2% | +57.3% |
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 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