+108.1%
XLRE vs IBN
+285.4%
-177.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.7% | -5.1% | +4.4% | +0.5% |
| 30D | -2.2% | -3.5% | +1.3% | -1.5% |
| 3M | -2.6% | +11.3% | -13.9% | -5.1% |
| 6M | +2.6% | +4.4% | -1.9% | +1.3% |
| YTD | +9.3% | -1.8% | +11.1% | +9.3% |
| 1Y | +7.2% | -8.0% | +15.2% | +8.8% |
| 3Y | +31.3% | +27.1% | +4.2% | +22.6% |
| 5Y | +8.1% | +54.5% | -46.4% | -4.1% |
| 10Y | +88.9% | +314.2% | -225.3% | +37.6% |
| All | +108.1% | +285.4% | -177.3% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling