+767.8%
XLB vs IJR
+1,143.6%
-375.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.4% |
| 7D | -0.2% | +0.9% | -1.2% | -1.0% |
| 30D | -1.7% | -3.1% | +1.4% | +0.8% |
| 3M | +4.4% | +4.4% | -0.1% | +0.8% |
| 6M | +5.0% | +16.1% | -11.1% | -6.9% |
| YTD | +15.5% | +20.6% | -5.1% | -0.8% |
| 1Y | +14.9% | +22.9% | -7.9% | -2.9% |
| 3Y | +34.5% | +55.2% | -20.7% | -7.7% |
| 5Y | +36.5% | +41.1% | -4.5% | +0.2% |
| 10Y | +159.6% | +167.0% | -7.4% | +8.6% |
| All | +767.8% | +1,143.6% | -375.8% | +10.1% |
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