+156.1%
IEMG vs XLRE
+109.5%
+46.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | -1.3% | -1.2% | -0.1% | -0.7% |
| 30D | +1.9% | -2.4% | +4.3% | +3.1% |
| 3M | +1.4% | -2.5% | +3.9% | +2.3% |
| 6M | +15.2% | +4.0% | +11.2% | +12.3% |
| YTD | +23.8% | +9.3% | +14.5% | +17.6% |
| 1Y | +30.7% | +5.6% | +25.1% | +26.2% |
| 3Y | +83.3% | +31.3% | +52.0% | +56.0% |
| 5Y | +48.8% | +9.5% | +39.2% | +37.5% |
| 10Y | +142.8% | +89.0% | +53.8% | +60.1% |
| All | +156.1% | +109.5% | +46.5% | +60.1% |
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