+23.7%
IP vs XLRE
+110.8%
-87.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | 0.0% | +2.1% | -2.1% | -1.5% |
| 30D | +9.4% | +7.1% | +2.2% | +3.9% |
| 3M | -14.1% | +1.3% | -15.3% | -14.8% |
| 6M | +9.2% | +2.1% | +7.1% | +7.6% |
| YTD | -7.5% | +13.1% | -20.7% | -15.4% |
| 1Y | -2.8% | +11.9% | -14.7% | -10.2% |
| 3Y | +21.2% | +43.7% | -22.4% | -7.6% |
| 5Y | -11.5% | +9.7% | -21.2% | -18.9% |
| 10Y | +23.7% | +113.0% | -89.3% | -28.7% |
| All | +23.7% | +110.8% | -87.1% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling