+15.9%
IP vs XLRE
+87.4%
-71.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -5.9% | -2.7% | -3.2% | -3.9% |
| 30D | -17.0% | -2.3% | -14.7% | -15.5% |
| 3M | +8.9% | -3.5% | +12.4% | +11.9% |
| 6M | -10.0% | +1.9% | -11.8% | -11.0% |
| YTD | -9.8% | +8.3% | -18.1% | -14.6% |
| 1Y | -22.6% | +6.4% | -28.9% | -25.7% |
| 3Y | +13.1% | +30.2% | -17.2% | -7.4% |
| 5Y | -22.3% | +8.6% | -30.9% | -28.4% |
| All | +15.9% | +87.4% | -71.5% | -28.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling