+38.2%
IWM vs XLRE
+7.1%
+31.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -2.5% | -2.7% | +0.2% | -0.5% |
| 30D | -4.4% | -2.3% | -2.1% | -2.7% |
| 3M | +2.2% | -3.5% | +5.7% | +4.7% |
| 6M | +14.0% | +1.9% | +12.2% | +11.8% |
| YTD | +17.4% | +8.3% | +9.0% | +9.5% |
| 1Y | +22.9% | +6.4% | +16.6% | +16.3% |
| 3Y | +62.1% | +30.2% | +31.8% | +29.4% |
| 5Y | +38.2% | +8.6% | +29.5% | +27.6% |
| All | +38.2% | +7.1% | +31.0% | +27.6% |
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 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