+108.1%
XLRE vs IAG
+975.4%
-867.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | -2.2% | +11.4% | -13.7% | -2.9% |
| 3M | -2.6% | +33.0% | -35.7% | -4.4% |
| 6M | +2.6% | -6.0% | +8.6% | +2.4% |
| YTD | +9.3% | +24.6% | -15.3% | +7.0% |
| 1Y | +7.2% | +105.0% | -97.8% | +1.8% |
| 3Y | +31.3% | +837.9% | -806.6% | +12.8% |
| 5Y | +8.1% | +817.0% | -808.8% | -8.8% |
| 10Y | +88.9% | +425.3% | -336.4% | +59.6% |
| All | +108.1% | +975.4% | -867.3% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 all: compounded portfolio wealth divided by compounded IAG 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…
all analysis · Full analysis span regression · 6 months rolling