+16.8%
ISRG vs XLRE
+31.2%
-14.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.6% |
| 30D | -10.2% | -2.2% | -8.0% | -9.0% |
| 3M | -17.2% | -2.6% | -14.6% | -15.9% |
| 6M | -28.4% | +2.6% | -31.0% | -29.7% |
| YTD | -37.6% | +9.3% | -46.9% | -41.3% |
| 1Y | -24.4% | +7.2% | -31.7% | -28.0% |
| All | +16.8% | +31.2% | -14.3% | -0.3% |
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 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