+864.0%
XEL vs IJR
+1,125.8%
-261.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.3% | -2.2% | +1.9% | +0.5% |
| 30D | -3.9% | -4.6% | +0.7% | -2.2% |
| 3M | -2.8% | +0.2% | -3.0% | -3.0% |
| 6M | -5.4% | +14.7% | -20.1% | -10.4% |
| YTD | +3.8% | +18.9% | -15.1% | -3.2% |
| 1Y | +6.8% | +19.9% | -13.1% | -0.9% |
| 3Y | +45.6% | +53.0% | -7.4% | +20.7% |
| 5Y | +30.7% | +40.9% | -10.2% | +10.2% |
| 10Y | +151.7% | +171.1% | -19.4% | +52.8% |
| All | +864.0% | +1,125.8% | -261.8% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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