+54.2%
IP vs XLRE
+112.0%
-57.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | -5.3% | -1.2% | -4.0% | -4.4% |
| 30D | -10.9% | -2.8% | -8.0% | -9.0% |
| 3M | +11.2% | -0.2% | +11.4% | +11.4% |
| 6M | -10.2% | +1.9% | -12.2% | -11.3% |
| YTD | -2.0% | +10.6% | -12.6% | -8.6% |
| 1Y | -19.1% | +8.8% | -27.9% | -23.5% |
| 3Y | +20.9% | +31.5% | -10.7% | -1.3% |
| 5Y | -17.8% | +6.6% | -24.4% | -23.0% |
| 10Y | +23.5% | +84.0% | -60.5% | -21.7% |
| All | +54.2% | +112.0% | -57.8% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling