+350.8%
IVV vs XLRE
+115.9%
+235.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -2.7% | +6.0% | -8.7% | -6.1% |
| 3M | -1.7% | +0.5% | -2.2% | -2.1% |
| 6M | +3.2% | +1.2% | +1.9% | +1.9% |
| YTD | +12.0% | +12.6% | -0.6% | +3.3% |
| 1Y | +12.1% | +11.0% | +1.1% | +4.3% |
| 3Y | +78.6% | +43.0% | +35.7% | +39.7% |
| 5Y | +73.8% | +9.1% | +64.7% | +60.3% |
| 10Y | +312.1% | +111.7% | +200.4% | +157.6% |
| All | +350.8% | +115.9% | +235.0% | +179.6% |
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