+63.4%
IVZ vs XLRE
+82.9%
-19.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.9% |
| 30D | +1.8% | -2.2% | +4.0% | +4.2% |
| 3M | +15.7% | -2.6% | +18.4% | +18.4% |
| 6M | +36.3% | +2.6% | +33.8% | +31.8% |
| YTD | +24.9% | +9.3% | +15.7% | +13.1% |
| 1Y | +48.9% | +7.2% | +41.7% | +37.1% |
| 3Y | +136.8% | +31.3% | +105.5% | +76.6% |
| 5Y | +60.0% | +8.1% | +51.8% | +46.2% |
| 10Y | +63.4% | +88.9% | -25.6% | -2.3% |
| All | +63.4% | +82.9% | -19.5% | -2.3% |
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