+149.7%
XBI vs IJH
+184.0%
-34.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.1% |
| 7D | -4.6% | -1.9% | -2.8% | -2.9% |
| 30D | -2.0% | -4.6% | +2.6% | +2.5% |
| 3M | +17.8% | -1.2% | +18.9% | +19.0% |
| 6M | +23.7% | +9.4% | +14.3% | +13.6% |
| YTD | +28.2% | +13.3% | +14.9% | +13.6% |
| 1Y | +64.0% | +13.4% | +50.6% | +44.9% |
| 3Y | +99.4% | +50.4% | +49.0% | +34.0% |
| 5Y | +19.3% | +49.0% | -29.6% | -18.0% |
| All | +149.7% | +184.0% | -34.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling