+143.7%
XLC vs IJH
+112.1%
+31.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +1.8% |
| 30D | +2.1% | -4.6% | +6.8% | +5.6% |
| 3M | +0.7% | -1.2% | +1.8% | +1.4% |
| 6M | -3.2% | +9.4% | -12.6% | -9.6% |
| YTD | -3.8% | +13.3% | -17.1% | -12.6% |
| 1Y | -2.0% | +13.4% | -15.4% | -11.2% |
| 3Y | +71.4% | +50.4% | +20.9% | +24.5% |
| 5Y | +40.7% | +49.0% | -8.3% | +2.8% |
| All | +143.7% | +112.1% | +31.6% | +38.2% |
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