+74.2%
IWD vs XLRE
+7.1%
+67.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -2.3% | -2.7% | +0.4% | -0.8% |
| 30D | -1.8% | -2.3% | +0.6% | -0.5% |
| 3M | +8.0% | -3.5% | +11.5% | +10.1% |
| 6M | +17.0% | +1.9% | +15.1% | +15.3% |
| YTD | +21.3% | +8.3% | +12.9% | +15.2% |
| 1Y | +27.9% | +6.4% | +21.6% | +22.8% |
| 3Y | +70.1% | +30.2% | +39.8% | +43.5% |
| 5Y | +74.2% | +8.6% | +65.6% | +62.8% |
| All | +74.2% | +7.1% | +67.0% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling