+349.0%
IVV vs XLRE
+115.9%
+233.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +0.8% | +1.7% | +2.1% |
| 30D | -2.0% | +6.9% | -8.9% | -6.0% |
| 3M | -2.8% | -0.8% | -1.9% | -2.4% |
| 6M | +2.2% | +2.1% | +0.1% | +0.4% |
| YTD | +11.5% | +12.6% | -1.1% | +2.9% |
| 1Y | +13.5% | +12.5% | +1.0% | +4.8% |
| 3Y | +78.1% | +44.2% | +33.9% | +38.5% |
| 5Y | +73.1% | +9.1% | +64.0% | +59.6% |
| 10Y | +310.4% | +111.8% | +198.6% | +156.5% |
| All | +349.0% | +115.9% | +233.1% | +178.4% |
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