+226.3%
IWD vs XLRE
+111.8%
+114.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.2% | -0.3% | +0.2% | 0.0% |
| 30D | -0.8% | -2.4% | +1.6% | +0.7% |
| 3M | +8.0% | +0.6% | +7.5% | +7.4% |
| 6M | +18.2% | +3.9% | +14.2% | +14.9% |
| YTD | +22.3% | +10.5% | +11.8% | +14.3% |
| 1Y | +28.9% | +8.4% | +20.5% | +21.8% |
| 3Y | +71.5% | +32.8% | +38.7% | +40.8% |
| 5Y | +73.6% | +7.0% | +66.6% | +62.0% |
| 10Y | +194.7% | +83.8% | +110.9% | +95.9% |
| All | +226.3% | +111.8% | +114.4% | +103.5% |
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 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