+14.8%
IP vs XLRE
+39.1%
-24.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.4% |
| 7D | -5.1% | +1.9% | -7.0% | -6.5% |
| 30D | +8.5% | +8.5% | +0.1% | +1.7% |
| 3M | -13.8% | -1.0% | -12.9% | -13.2% |
| 6M | +5.7% | 0.0% | +5.7% | +5.9% |
| YTD | -9.1% | +11.7% | -20.8% | -15.9% |
| 1Y | -0.8% | +11.8% | -12.7% | -8.2% |
| 3Y | +14.8% | +40.8% | -26.0% | -12.2% |
| All | +14.8% | +39.1% | -24.3% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling