+604.6%
ISRG vs XLRE
+112.0%
+492.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | -1.6% | -1.2% | -0.3% | -0.7% |
| 30D | -2.3% | -2.8% | +0.5% | -0.2% |
| 3M | -12.4% | -0.2% | -12.3% | -12.4% |
| 6M | -26.8% | +1.9% | -28.8% | -28.1% |
| YTD | -35.3% | +10.6% | -45.8% | -40.4% |
| 1Y | -19.3% | +8.8% | -28.1% | -24.8% |
| 3Y | +18.1% | +31.5% | -13.4% | -6.2% |
| 5Y | +2.6% | +6.6% | -3.9% | -3.3% |
| 10Y | +379.4% | +84.0% | +295.4% | +210.7% |
| All | +604.6% | +112.0% | +492.6% | +327.3% |
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 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