+18.0%
IEFA vs XLRE
+7.1%
+10.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | -1.5% | -2.4% | +0.9% | -0.5% |
| 3M | +3.4% | -2.5% | +5.9% | +4.2% |
| 6M | +9.5% | +4.0% | +5.5% | +5.7% |
| YTD | +13.0% | +9.3% | +3.8% | +6.9% |
| 1Y | +18.0% | +5.6% | +12.4% | +12.6% |
| All | +18.0% | +7.1% | +10.9% | +12.6% |
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 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