+19.1%
IVZ vs XLRE
+10.7%
+8.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | -1.6% | +6.0% | -7.6% | -4.9% |
| 3M | -9.1% | +0.5% | -9.7% | -9.0% |
| 6M | +1.8% | +1.2% | +0.6% | +0.5% |
| YTD | +10.8% | +12.6% | -1.7% | -1.5% |
| 1Y | +19.1% | +11.0% | +8.1% | +7.5% |
| All | +19.1% | +10.7% | +8.4% | +7.5% |
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