+3.5%
ISRG vs XLRE
+8.0%
-4.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.8% |
| 7D | -5.0% | -0.7% | -4.3% | -4.5% |
| 30D | -10.2% | -2.2% | -8.0% | -8.7% |
| 3M | -17.2% | -2.6% | -14.6% | -15.5% |
| 6M | -28.4% | +2.6% | -31.0% | -30.1% |
| YTD | -37.6% | +9.3% | -46.9% | -42.3% |
| 1Y | -24.4% | +7.2% | -31.7% | -29.0% |
| 3Y | +18.4% | +31.3% | -12.9% | -7.7% |
| All | +3.5% | +8.0% | -4.5% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling