-13.8%
IP vs XLRE
-2.6%
-11.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.5% |
| 7D | -5.1% | +1.9% | -7.0% | -6.6% |
| 30D | +8.5% | +8.5% | +0.1% | +0.4% |
| 3M | -13.8% | -1.0% | -12.9% | -13.3% |
| All | -13.8% | -2.6% | -11.3% | -13.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling