+386.2%
ISRG vs XLRE
+89.0%
+297.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +1.7% |
| 7D | +0.7% | -1.2% | +1.8% | +1.6% |
| 30D | -8.0% | -2.4% | -5.6% | -6.3% |
| 3M | -10.6% | -2.5% | -8.1% | -8.9% |
| 6M | -25.1% | +4.0% | -29.1% | -27.6% |
| YTD | -34.8% | +9.3% | -44.1% | -39.6% |
| 1Y | -19.0% | +5.6% | -24.6% | -22.9% |
| 3Y | +22.1% | +31.3% | -9.2% | -3.8% |
| 5Y | +8.2% | +9.5% | -1.3% | -0.5% |
| All | +386.2% | +89.0% | +297.1% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling