-6.7%
IP vs XLRE
+10.7%
-17.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +6.7% | +6.0% | +0.6% | -0.4% |
| 3M | -16.6% | +0.5% | -17.1% | -16.9% |
| 6M | +6.0% | +1.2% | +4.8% | +4.9% |
| YTD | -10.7% | +12.6% | -23.3% | -25.3% |
| 1Y | -6.7% | +11.0% | -17.7% | -19.3% |
| All | -6.7% | +10.7% | -17.4% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling