+179.3%
IJH vs XME
+421.4%
-242.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -1.9% | -4.2% | +2.3% | +0.1% |
| 30D | -4.6% | -2.7% | -1.9% | -3.7% |
| 3M | -1.2% | -3.9% | +2.8% | 0.0% |
| 6M | +9.4% | -1.0% | +10.4% | +8.0% |
| YTD | +13.3% | +9.8% | +3.5% | +5.4% |
| 1Y | +13.4% | +32.5% | -19.2% | -5.1% |
| 3Y | +50.4% | +124.3% | -73.9% | -5.6% |
| 5Y | +49.0% | +165.8% | -116.8% | -17.5% |
| All | +179.3% | +421.4% | -242.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling