+53.0%
IJR vs XME
+122.1%
-69.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -2.2% | -4.2% | +2.0% | -0.4% |
| 30D | -4.6% | -2.7% | -1.9% | -3.7% |
| 3M | +0.2% | -3.9% | +4.2% | +1.4% |
| 6M | +14.7% | -1.0% | +15.7% | +13.3% |
| YTD | +18.9% | +9.8% | +9.0% | +9.9% |
| 1Y | +19.9% | +32.5% | -12.6% | -1.6% |
| 3Y | +53.0% | +124.3% | -71.3% | -13.8% |
| All | +53.0% | +122.1% | -69.0% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling