+758.7%
XLB vs IJH
+1,055.9%
-297.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.3% |
| 30D | -3.4% | -3.8% | +0.5% | +0.1% |
| 3M | +1.6% | 0.0% | +1.6% | +1.5% |
| 6M | +3.6% | +8.8% | -5.1% | -4.1% |
| YTD | +14.2% | +13.5% | +0.7% | +1.7% |
| 1Y | +15.6% | +15.4% | +0.2% | +1.2% |
| 3Y | +33.1% | +50.9% | -17.8% | -9.7% |
| 5Y | +35.0% | +47.8% | -12.7% | -7.5% |
| 10Y | +164.5% | +183.1% | -18.5% | -2.5% |
| All | +758.7% | +1,055.9% | -297.2% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling