+17.1%
IP vs XLRE
+89.0%
-71.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -4.2% |
| 7D | -4.6% | -0.7% | -3.8% | -4.0% |
| 30D | -15.3% | -2.2% | -13.0% | -13.8% |
| 3M | +2.7% | -2.6% | +5.3% | +4.8% |
| 6M | -7.4% | +2.6% | -9.9% | -8.9% |
| YTD | -8.8% | +9.3% | -18.1% | -14.3% |
| 1Y | -22.4% | +7.2% | -29.7% | -26.0% |
| 3Y | +14.2% | +31.3% | -17.1% | -7.1% |
| 5Y | -21.8% | +8.1% | -29.9% | -27.7% |
| All | +17.1% | +89.0% | -71.9% | -27.7% |
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