-5.8%
XLC vs IJH
+17.8%
-23.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.2% |
| 7D | +1.8% | +1.7% | +0.1% | +1.1% |
| 30D | -6.0% | +1.2% | -7.2% | -6.4% |
| 3M | -6.0% | -3.4% | -2.6% | -4.9% |
| 6M | -9.1% | +3.7% | -12.7% | -10.6% |
| YTD | -10.0% | +13.9% | -23.9% | -15.3% |
| 1Y | -5.8% | +17.4% | -23.2% | -13.0% |
| All | -5.8% | +17.8% | -23.6% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling