+30.7%
IVZ vs XLRE
+14.1%
+16.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +2.1% |
| 7D | +2.6% | +7.1% | -4.4% | -1.5% |
| 30D | -3.5% | +10.9% | -14.4% | -9.5% |
| 3M | -7.4% | +0.7% | -8.1% | -7.6% |
| 6M | +14.7% | +4.1% | +10.6% | +10.8% |
| YTD | +14.6% | +14.5% | +0.1% | +2.3% |
| 1Y | +30.7% | +14.1% | +16.6% | +17.0% |
| All | +30.7% | +14.1% | +16.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling