+352.1%
IDXX vs XLRE
+89.0%
+263.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | -5.7% | -1.2% | -4.6% | -4.9% |
| 30D | -11.5% | -2.4% | -9.1% | -10.0% |
| 3M | -9.5% | -2.5% | -7.0% | -8.0% |
| 6M | -16.0% | +4.0% | -19.9% | -18.5% |
| YTD | -25.4% | +9.3% | -34.7% | -30.3% |
| 1Y | -21.8% | +5.6% | -27.4% | -25.0% |
| 3Y | +7.0% | +31.3% | -24.2% | -12.6% |
| 5Y | -26.0% | +9.5% | -35.5% | -31.1% |
| All | +352.1% | +89.0% | +263.0% | +193.6% |
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