+540.9%
IJH vs XHB
+161.2%
+379.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.1% |
| 7D | -1.9% | -4.6% | +2.8% | +0.8% |
| 30D | -4.6% | -9.1% | +4.5% | +0.5% |
| 3M | -1.2% | -8.6% | +7.4% | +3.4% |
| 6M | +9.4% | -4.0% | +13.4% | +10.8% |
| YTD | +13.3% | -3.9% | +17.3% | +14.3% |
| 1Y | +13.4% | -16.5% | +29.9% | +23.5% |
| 3Y | +50.4% | +22.6% | +27.9% | +29.5% |
| 5Y | +49.0% | +33.9% | +15.0% | +20.3% |
| 10Y | +182.6% | +213.0% | -30.4% | +41.3% |
| All | +540.9% | +161.2% | +379.7% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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