+582.8%
IJH vs XRT
+501.1%
+81.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | +0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.2% |
| 30D | -3.1% | -5.6% | +2.5% | +0.6% |
| 3M | +1.9% | +2.5% | -0.6% | -0.2% |
| 6M | +11.0% | +3.7% | +7.3% | +7.7% |
| YTD | +14.7% | +1.0% | +13.8% | +13.2% |
| 1Y | +15.6% | -1.2% | +16.8% | +15.5% |
| 3Y | +52.5% | +43.4% | +9.2% | +17.0% |
| 5Y | +49.1% | -0.7% | +49.8% | +42.0% |
| 10Y | +177.7% | +123.7% | +54.0% | +35.7% |
| All | +582.8% | +501.1% | +81.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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