+55.4%
IOT vs XLRE
+3.2%
+52.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.1% |
| 7D | -4.5% | -1.2% | -3.4% | -3.3% |
| 30D | -2.4% | -2.4% | 0.0% | +0.2% |
| 3M | +19.0% | -2.5% | +21.5% | +22.4% |
| 6M | +19.6% | +4.0% | +15.7% | +12.9% |
| YTD | +8.3% | +9.3% | -1.0% | -4.0% |
| 1Y | -0.8% | +5.6% | -6.4% | -8.6% |
| 3Y | +24.4% | +31.3% | -6.9% | -13.4% |
| All | +55.4% | +3.2% | +52.2% | +65.9% |
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