+53.0%
IJR vs XYL
+15.7%
+37.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -2.2% | +1.2% | -3.4% | -2.8% |
| 30D | -4.6% | -11.9% | +7.3% | +1.5% |
| 3M | +0.2% | -1.5% | +1.8% | +0.2% |
| 6M | +14.7% | -11.9% | +26.6% | +21.2% |
| YTD | +18.9% | -20.6% | +39.4% | +32.0% |
| 1Y | +19.9% | -23.5% | +43.5% | +36.1% |
| 3Y | +53.0% | +14.9% | +38.2% | +32.6% |
| All | +53.0% | +15.7% | +37.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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