+43.0%
IVZ vs XLRE
+115.9%
-72.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +7.6% | +0.8% | +6.8% | +6.8% |
| 30D | +4.3% | +6.9% | -2.6% | -2.4% |
| 3M | -9.3% | -0.8% | -8.5% | -8.6% |
| 6M | +5.2% | +2.1% | +3.2% | +2.5% |
| YTD | +13.4% | +12.6% | +0.8% | -0.2% |
| 1Y | +25.4% | +12.5% | +12.9% | +10.3% |
| 3Y | +152.5% | +44.2% | +108.3% | +72.0% |
| 5Y | +36.7% | +9.1% | +27.6% | +24.3% |
| 10Y | +45.0% | +111.8% | -66.8% | -24.1% |
| All | +43.0% | +115.9% | -72.9% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling