+192.9%
IWM vs XLRE
+111.8%
+81.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -2.3% | -2.4% | +0.1% | -0.6% |
| 3M | +4.0% | +0.6% | +3.4% | +3.2% |
| 6M | +17.9% | +3.9% | +14.0% | +14.1% |
| YTD | +20.2% | +10.5% | +9.7% | +11.1% |
| 1Y | +25.0% | +8.4% | +16.6% | +17.1% |
| 3Y | +66.0% | +32.8% | +33.2% | +33.2% |
| 5Y | +40.0% | +7.0% | +33.0% | +30.6% |
| 10Y | +166.9% | +83.8% | +83.1% | +74.8% |
| All | +192.9% | +111.8% | +81.0% | +80.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling