+110.4%
XLRE vs IRM
+561.3%
-450.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.3% | +1.6% | -1.9% | -1.1% |
| 30D | -2.4% | -4.2% | +1.8% | -0.7% |
| 3M | +0.6% | -5.4% | +5.9% | +2.5% |
| 6M | +3.9% | +12.0% | -8.1% | -2.8% |
| YTD | +10.5% | +42.0% | -31.6% | -8.1% |
| 1Y | +8.4% | +29.9% | -21.5% | -6.7% |
| 3Y | +32.8% | +104.4% | -71.6% | -11.7% |
| 5Y | +7.0% | +191.0% | -184.0% | -41.2% |
| 10Y | +83.8% | +417.1% | -333.3% | -28.9% |
| All | +110.4% | +561.3% | -450.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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