+146.7%
IEFA vs XLRE
+109.5%
+37.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | -1.5% | -2.4% | +0.9% | -0.2% |
| 3M | +3.4% | -2.5% | +5.9% | +4.6% |
| 6M | +9.5% | +4.0% | +5.5% | +6.9% |
| YTD | +13.0% | +9.3% | +3.8% | +7.4% |
| 1Y | +18.0% | +5.6% | +12.4% | +14.2% |
| 3Y | +65.4% | +31.3% | +34.1% | +40.9% |
| 5Y | +51.6% | +9.5% | +42.0% | +40.7% |
| 10Y | +146.7% | +89.0% | +57.7% | +70.8% |
| All | +146.7% | +109.5% | +37.2% | +62.9% |
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