+62.3%
IVZ vs XLRE
+112.0%
-49.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.8% |
| 7D | +0.6% | -1.2% | +1.9% | +1.9% |
| 30D | +4.0% | -2.8% | +6.8% | +7.0% |
| 3M | +18.2% | -0.2% | +18.4% | +17.7% |
| 6M | +32.8% | +1.9% | +30.9% | +29.4% |
| YTD | +28.7% | +10.6% | +18.2% | +15.3% |
| 1Y | +55.4% | +8.8% | +46.6% | +41.1% |
| 3Y | +135.2% | +31.5% | +103.7% | +76.2% |
| 5Y | +64.2% | +6.6% | +57.6% | +52.6% |
| 10Y | +64.6% | +84.0% | -19.4% | -4.1% |
| All | +62.3% | +112.0% | -49.7% | -16.6% |
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