+179.3%
IJH vs XYL
+150.5%
+28.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.9% | +1.2% | -3.1% | -2.5% |
| 30D | -4.6% | -11.9% | +7.3% | +2.1% |
| 3M | -1.2% | -1.5% | +0.4% | -1.0% |
| 6M | +9.4% | -11.9% | +21.3% | +16.2% |
| YTD | +13.3% | -20.6% | +33.9% | +26.8% |
| 1Y | +13.4% | -23.5% | +36.9% | +29.6% |
| 3Y | +50.4% | +14.9% | +35.6% | +33.9% |
| 5Y | +49.0% | -15.3% | +64.2% | +53.7% |
| All | +179.3% | +150.5% | +28.8% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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