+263.2%
ROIV vs XLRE
+31.2%
+232.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.5% |
| 7D | +22.3% | -0.7% | +23.1% | +22.8% |
| 30D | +16.9% | -2.2% | +19.1% | +18.4% |
| 3M | +43.9% | -2.6% | +46.5% | +45.7% |
| 6M | +41.6% | +2.6% | +39.0% | +38.2% |
| YTD | +92.7% | +9.3% | +83.4% | +80.4% |
| 1Y | +210.2% | +7.2% | +202.9% | +193.8% |
| All | +263.2% | +31.2% | +232.1% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling