+530.2%
IJR vs XME
+244.0%
+286.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -3.6% | +1.4% | -5.0% | -4.4% |
| 3M | +2.3% | +2.7% | -0.4% | +0.2% |
| 6M | +14.3% | +6.5% | +7.8% | +9.3% |
| YTD | +19.3% | +15.2% | +4.1% | +9.0% |
| 1Y | +22.6% | +43.5% | -20.9% | +0.3% |
| 3Y | +53.5% | +135.9% | -82.3% | -1.3% |
| 5Y | +39.9% | +181.5% | -141.5% | -19.5% |
| 10Y | +172.1% | +436.9% | -264.8% | +11.5% |
| All | +530.2% | +244.0% | +286.2% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling