+447.2%
IJH vs XYL
+454.2%
-7.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | -5.0% | -13.2% | +8.1% | +1.9% |
| 3M | +0.5% | -0.2% | +0.7% | 0.0% |
| 6M | +8.2% | -12.5% | +20.7% | +14.9% |
| YTD | +12.5% | -20.9% | +33.3% | +25.1% |
| 1Y | +14.4% | -21.6% | +35.9% | +27.7% |
| 3Y | +49.5% | +16.1% | +33.4% | +34.3% |
| 5Y | +47.8% | -15.6% | +63.4% | +52.7% |
| 10Y | +180.4% | +147.7% | +32.7% | +71.0% |
| All | +447.2% | +454.2% | -7.0% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling