+24.2%
IJR vs XME
+5.2%
+19.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +2.3% | -5.5% | +7.7% | +3.7% |
| 30D | +2.8% | -11.1% | +13.9% | +5.8% |
| 3M | -4.6% | -11.1% | +6.5% | -2.1% |
| 6M | +5.7% | -18.0% | +23.7% | +10.2% |
| YTD | +19.9% | -7.4% | +27.3% | +17.2% |
| 1Y | +24.2% | +6.7% | +17.5% | +13.7% |
| All | +24.2% | +5.2% | +19.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling