+139.9%
XLC vs IJH
+112.5%
+27.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | +0.1% |
| 7D | -1.4% | -0.7% | -0.7% | -0.9% |
| 30D | -0.9% | -3.8% | +2.9% | +1.9% |
| 3M | -0.3% | 0.0% | -0.3% | -0.5% |
| 6M | -5.2% | +8.8% | -13.9% | -11.1% |
| YTD | -5.3% | +13.5% | -18.8% | -14.1% |
| 1Y | -2.8% | +15.4% | -18.2% | -13.1% |
| 3Y | +71.2% | +50.9% | +20.3% | +24.1% |
| 5Y | +37.6% | +47.8% | -10.2% | +1.1% |
| All | +139.9% | +112.5% | +27.4% | +35.9% |
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