+503.5%
IJR vs XHB
+163.2%
+340.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.2% |
| 7D | -1.1% | -1.9% | +0.8% | 0.0% |
| 30D | -3.6% | -8.3% | +4.7% | +1.4% |
| 3M | +2.3% | -7.1% | +9.5% | +6.3% |
| 6M | +14.3% | -5.3% | +19.6% | +16.8% |
| YTD | +19.3% | -3.2% | +22.5% | +19.8% |
| 1Y | +22.6% | -13.9% | +36.5% | +31.9% |
| 3Y | +53.5% | +24.9% | +28.6% | +30.4% |
| 5Y | +39.9% | +34.5% | +5.4% | +11.9% |
| 10Y | +172.1% | +215.5% | -43.4% | +30.4% |
| All | +503.5% | +163.2% | +340.3% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling