+57.0%
ISRG vs XLRE
+44.1%
+12.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +0.8% | -2.9% | -2.6% |
| 30D | +5.6% | +6.9% | -1.4% | +1.2% |
| 3M | +10.5% | -0.8% | +11.4% | +11.2% |
| 6M | +2.6% | +2.1% | +0.5% | +1.3% |
| YTD | -21.7% | +12.6% | -34.3% | -27.9% |
| 1Y | -21.6% | +12.5% | -34.1% | -27.8% |
| 3Y | +57.0% | +44.2% | +12.8% | +26.9% |
| All | +57.0% | +44.1% | +12.9% | +26.9% |
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