-7.5%
IGV vs XLRE
+14.1%
-21.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +1.0% |
| 7D | -7.5% | +7.1% | -14.6% | -7.2% |
| 30D | -5.6% | +10.9% | -16.6% | -5.4% |
| 3M | +1.5% | +0.7% | +0.8% | +1.2% |
| 6M | +17.1% | +4.1% | +13.0% | +17.2% |
| YTD | -2.0% | +14.5% | -16.5% | -5.0% |
| 1Y | -7.5% | +14.1% | -21.6% | -10.1% |
| All | -7.5% | +14.1% | -21.6% | -10.1% |
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 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