+138.7%
IVZ vs XLRE
+31.7%
+107.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.4% |
| 30D | +3.1% | -2.4% | +5.5% | +5.5% |
| 3M | +18.2% | +0.6% | +17.6% | +16.7% |
| 6M | +38.6% | +3.9% | +34.7% | +32.1% |
| YTD | +25.9% | +10.5% | +15.4% | +12.5% |
| 1Y | +51.7% | +8.4% | +43.3% | +37.9% |
| 3Y | +138.7% | +32.8% | +105.9% | +70.3% |
| All | +138.7% | +31.7% | +107.0% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling