+8.9%
IEF vs XLRE
+109.5%
-100.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | -1.3% | -1.2% | -0.2% | -1.3% |
| 30D | -1.7% | -2.4% | +0.7% | -1.7% |
| 3M | -2.5% | -2.5% | 0.0% | -2.5% |
| 6M | -3.3% | +4.0% | -7.2% | -3.4% |
| YTD | -2.8% | +9.3% | -12.1% | -3.1% |
| 1Y | -2.7% | +5.6% | -8.3% | -2.9% |
| 3Y | +8.9% | +31.3% | -22.4% | +8.2% |
| 5Y | -9.4% | +9.5% | -19.0% | -10.3% |
| 10Y | +3.7% | +89.0% | -85.3% | +3.7% |
| All | +8.9% | +109.5% | -100.6% | +9.9% |
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