+284.9%
IR vs XLRE
+90.5%
+194.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | -13.6% | -2.4% | -11.2% | -12.1% |
| 3M | +3.7% | +0.6% | +3.1% | +3.1% |
| 6M | -13.1% | +3.9% | -17.0% | -15.5% |
| YTD | -5.1% | +10.5% | -15.6% | -11.7% |
| 1Y | -6.5% | +8.4% | -14.8% | -11.7% |
| 3Y | +8.5% | +32.8% | -24.3% | -12.2% |
| 5Y | +43.3% | +7.0% | +36.3% | +34.6% |
| All | +284.9% | +90.5% | +194.4% | +150.0% |
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