+38.2%
IVZ vs XLRE
+112.9%
-74.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | -1.6% | +6.0% | -7.6% | -7.3% |
| 3M | -9.1% | +0.5% | -9.7% | -9.6% |
| 6M | +1.8% | +1.2% | +0.6% | -0.1% |
| YTD | +10.8% | +12.6% | -1.7% | -2.9% |
| 1Y | +19.1% | +11.0% | +8.1% | +5.9% |
| 3Y | +144.4% | +43.0% | +101.5% | +65.7% |
| 5Y | +33.6% | +9.1% | +24.4% | +20.9% |
| All | +38.2% | +112.9% | -74.7% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling