+51.6%
ILMN vs XLRE
+115.9%
-64.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.8% | -3.7% | -3.4% |
| 30D | -23.8% | +6.9% | -30.8% | -27.7% |
| 3M | +7.5% | -0.8% | +8.3% | +7.8% |
| 6M | +42.8% | +2.1% | +40.7% | +39.5% |
| YTD | +57.8% | +12.6% | +45.2% | +42.8% |
| 1Y | +72.6% | +12.5% | +60.1% | +56.3% |
| 3Y | +129.3% | +44.2% | +85.1% | +73.9% |
| 5Y | -44.5% | +9.1% | -53.6% | -48.8% |
| 10Y | +54.5% | +111.8% | -57.3% | -1.6% |
| All | +51.6% | +115.9% | -64.3% | -1.3% |
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 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