+195.7%
IJR vs XLRE
+109.5%
+86.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | -2.2% | -1.2% | -1.0% | -1.3% |
| 30D | -4.6% | -2.4% | -2.2% | -2.9% |
| 3M | +0.2% | -2.5% | +2.7% | +1.8% |
| 6M | +14.7% | +4.0% | +10.7% | +11.0% |
| YTD | +18.9% | +9.3% | +9.6% | +10.8% |
| 1Y | +19.9% | +5.6% | +14.4% | +14.7% |
| 3Y | +53.0% | +31.3% | +21.7% | +24.1% |
| 5Y | +40.9% | +9.5% | +31.3% | +29.1% |
| 10Y | +171.1% | +89.0% | +82.1% | +74.9% |
| All | +195.7% | +109.5% | +86.2% | +84.1% |
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