+8.9%
XLRE vs ITOT
+74.3%
-65.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.5% |
| 30D | -2.4% | -1.5% | -1.0% | -1.4% |
| 3M | -2.5% | +3.6% | -6.1% | -5.1% |
| 6M | +4.0% | +13.7% | -9.7% | -5.7% |
| YTD | +9.3% | +12.9% | -3.7% | -0.5% |
| 1Y | +5.6% | +17.2% | -11.6% | -6.6% |
| 3Y | +31.3% | +75.6% | -44.3% | -17.5% |
| All | +8.9% | +74.3% | -65.3% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling