+456.0%
IJR vs XYL
+459.9%
-3.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -1.1% | +0.8% | -2.0% | -1.6% |
| 30D | -3.6% | -10.8% | +7.2% | +2.2% |
| 3M | +2.3% | -2.5% | +4.9% | +3.1% |
| 6M | +14.3% | -12.2% | +26.5% | +21.4% |
| YTD | +19.3% | -20.1% | +39.4% | +32.5% |
| 1Y | +22.6% | -20.6% | +43.3% | +36.6% |
| 3Y | +53.5% | +17.3% | +36.2% | +37.2% |
| 5Y | +39.9% | -14.5% | +54.4% | +44.1% |
| 10Y | +172.1% | +150.2% | +21.9% | +62.4% |
| All | +456.0% | +459.9% | -3.9% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling