+31.3%
XLRE vs ITOT
+75.8%
-44.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -2.4% | -1.5% | -1.0% | -1.6% |
| 3M | -2.5% | +3.6% | -6.1% | -4.6% |
| 6M | +4.0% | +13.7% | -9.7% | -4.0% |
| YTD | +9.3% | +12.9% | -3.7% | +1.2% |
| 1Y | +5.6% | +17.2% | -11.6% | -4.6% |
| 3Y | +31.3% | +75.6% | -44.3% | -20.6% |
| All | +31.3% | +75.8% | -44.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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