+54.6%
ILMN vs XLRE
+111.8%
-57.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +12.3% | -2.4% | +14.7% | +14.3% |
| 3M | +33.5% | +0.6% | +33.0% | +32.7% |
| 6M | +69.4% | +3.9% | +65.4% | +63.8% |
| YTD | +60.9% | +10.5% | +50.4% | +48.2% |
| 1Y | +115.0% | +8.4% | +106.6% | +101.1% |
| 3Y | +37.0% | +32.8% | +4.2% | +10.7% |
| 5Y | -53.1% | +7.0% | -60.2% | -56.0% |
| 10Y | +27.6% | +83.8% | -56.2% | -11.9% |
| All | +54.6% | +111.8% | -57.3% | +2.4% |
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