+93.9%
ILMN vs XLRE
+14.1%
+79.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -4.9% |
| 7D | -21.6% | +7.1% | -28.7% | -22.0% |
| 30D | -22.9% | +10.9% | -33.8% | -23.9% |
| 3M | +11.6% | +0.7% | +10.9% | +12.5% |
| 6M | +62.5% | +4.1% | +58.4% | +62.7% |
| YTD | +72.7% | +14.5% | +58.2% | +66.5% |
| 1Y | +93.9% | +14.1% | +79.8% | +88.3% |
| All | +93.9% | +14.1% | +79.7% | +88.3% |
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