+292.5%
ROIV vs XLRE
+43.5%
+249.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +16.9% | -1.2% | +18.0% | +17.7% |
| 30D | +12.9% | -2.4% | +15.3% | +14.5% |
| 3M | +37.3% | -2.5% | +39.8% | +38.9% |
| 6M | +38.0% | +4.0% | +34.0% | +34.1% |
| YTD | +88.1% | +9.3% | +78.8% | +77.4% |
| 1Y | +183.3% | +5.6% | +177.7% | +172.5% |
| 3Y | +254.6% | +31.3% | +223.4% | +199.0% |
| 5Y | +309.8% | +9.5% | +300.3% | +273.4% |
| All | +292.5% | +43.5% | +249.0% | +243.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling