+280.1%
ROIV vs XLRE
+47.9%
+232.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | +0.8% | +0.8% | +1.2% |
| 30D | +17.6% | +6.9% | +10.6% | +12.9% |
| 3M | +9.0% | -0.8% | +9.8% | +9.5% |
| 6M | +35.3% | +2.1% | +33.2% | +33.1% |
| YTD | +82.2% | +12.6% | +69.6% | +68.7% |
| 1Y | +92.3% | +12.5% | +79.8% | +78.1% |
| 3Y | +336.8% | +44.2% | +292.6% | +249.3% |
| 5Y | +370.6% | +9.1% | +361.5% | +321.3% |
| All | +280.1% | +47.9% | +232.2% | +226.3% |
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