+78.8%
IVV vs XLRE
+44.1%
+34.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -2.7% | +6.0% | -8.7% | -5.1% |
| 3M | -1.7% | +0.5% | -2.2% | -1.9% |
| 6M | +3.2% | +1.2% | +1.9% | +2.3% |
| YTD | +12.0% | +12.6% | -0.6% | +5.3% |
| 1Y | +12.1% | +11.0% | +1.1% | +6.2% |
| All | +78.8% | +44.1% | +34.7% | +52.2% |
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