+8.9%
XLRE vs IBN
+58.3%
-49.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -1.2% | -3.0% | +1.8% | -0.3% |
| 30D | -2.4% | -1.5% | -0.9% | -2.0% |
| 3M | -2.5% | +7.9% | -10.4% | -4.7% |
| 6M | +4.0% | +8.6% | -4.7% | +1.2% |
| YTD | +9.3% | -0.6% | +9.8% | +8.9% |
| 1Y | +5.6% | -7.3% | +12.9% | +7.2% |
| 3Y | +31.3% | +26.2% | +5.1% | +18.9% |
| All | +8.9% | +58.3% | -49.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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