-54.1%
ILMN vs XLRE
+6.4%
-60.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.8% |
| 7D | -3.9% | -0.7% | -3.1% | -3.1% |
| 30D | +6.9% | -2.2% | +9.1% | +9.3% |
| 3M | +28.1% | -2.6% | +30.7% | +30.9% |
| 6M | +65.0% | +2.6% | +62.4% | +59.7% |
| YTD | +56.3% | +9.3% | +47.0% | +41.3% |
| 1Y | +108.7% | +7.2% | +101.5% | +92.5% |
| 3Y | +33.1% | +31.3% | +1.8% | -1.5% |
| 5Y | -54.1% | +8.1% | -62.3% | -58.3% |
| All | -54.1% | +6.4% | -60.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling