+32.0%
XEL vs IJH
+48.0%
-15.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | -3.9% | -4.6% | +0.7% | -2.7% |
| 3M | -2.8% | -1.2% | -1.7% | -2.5% |
| 6M | -5.4% | +9.4% | -14.8% | -7.9% |
| YTD | +3.8% | +13.3% | -9.6% | -0.2% |
| 1Y | +6.8% | +13.4% | -6.6% | +2.7% |
| 3Y | +45.6% | +50.4% | -4.9% | +25.7% |
| All | +32.0% | +48.0% | -15.9% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling