+159.8%
XLB vs IJH
+184.0%
-24.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | -2.8% | -1.9% | -1.0% | -1.3% |
| 30D | -3.1% | -4.6% | +1.5% | +0.9% |
| 3M | -0.2% | -1.2% | +1.0% | +0.8% |
| 6M | +3.1% | +9.4% | -6.3% | -4.7% |
| YTD | +13.3% | +13.3% | -0.1% | +1.6% |
| 1Y | +12.0% | +13.4% | -1.3% | +0.4% |
| 3Y | +31.4% | +50.4% | -19.0% | -8.7% |
| 5Y | +33.9% | +49.0% | -15.0% | -6.9% |
| All | +159.8% | +184.0% | -24.2% | +5.0% |
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