+17.0%
IEFA vs XLRE
+14.1%
+2.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.0% |
| 7D | +1.9% | +7.1% | -5.2% | -1.2% |
| 30D | +1.4% | +10.9% | -9.5% | -3.2% |
| 3M | -1.4% | +0.7% | -2.1% | -1.8% |
| 6M | +6.3% | +4.1% | +2.2% | +3.5% |
| YTD | +11.9% | +14.5% | -2.6% | +2.8% |
| 1Y | +17.0% | +14.1% | +2.9% | +7.8% |
| All | +17.0% | +14.1% | +2.8% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling