+71.4%
XLC vs IJR
+52.1%
+19.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +0.5% | -2.2% | +2.7% | +1.6% |
| 30D | +2.1% | -4.6% | +6.7% | +4.6% |
| 3M | +0.7% | +0.2% | +0.5% | +0.5% |
| 6M | -3.2% | +14.7% | -17.9% | -9.9% |
| YTD | -3.8% | +18.9% | -22.7% | -12.3% |
| 1Y | -2.0% | +19.9% | -22.0% | -11.2% |
| 3Y | +71.4% | +53.0% | +18.3% | +35.5% |
| All | +71.4% | +52.1% | +19.3% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling