+8.9%
IEF vs XLRE
+31.2%
-22.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -1.3% | -1.2% | -0.2% | -1.2% |
| 30D | -1.7% | -2.4% | +0.7% | -1.4% |
| 3M | -2.5% | -2.5% | 0.0% | -2.2% |
| 6M | -3.3% | +4.0% | -7.2% | -3.9% |
| YTD | -2.8% | +9.3% | -12.1% | -4.3% |
| 1Y | -2.7% | +5.6% | -8.3% | -3.7% |
| 3Y | +8.9% | +31.3% | -22.4% | +2.2% |
| All | +8.9% | +31.2% | -22.3% | +2.2% |
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