+168.1%
IJR vs XHB
+215.4%
-47.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.5% |
| 7D | -2.2% | -4.6% | +2.5% | +0.9% |
| 30D | -4.6% | -9.1% | +4.5% | +1.6% |
| 3M | +0.2% | -8.6% | +8.8% | +5.7% |
| 6M | +14.7% | -4.0% | +18.7% | +16.2% |
| YTD | +18.9% | -3.9% | +22.8% | +19.8% |
| 1Y | +19.9% | -16.5% | +36.4% | +32.8% |
| 3Y | +53.0% | +22.6% | +30.5% | +26.6% |
| 5Y | +40.9% | +33.9% | +6.9% | +7.1% |
| All | +168.1% | +215.4% | -47.3% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling