+141.4%
XLC vs IJR
+91.2%
+50.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | 0.0% |
| 7D | +0.6% | +0.9% | -0.4% | 0.0% |
| 30D | +0.2% | -3.1% | +3.4% | +2.2% |
| 3M | +0.6% | +4.4% | -3.8% | -2.1% |
| 6M | -4.5% | +16.1% | -20.6% | -13.3% |
| YTD | -4.7% | +20.6% | -25.3% | -15.7% |
| 1Y | -1.7% | +22.9% | -24.5% | -14.2% |
| 3Y | +72.3% | +55.2% | +17.1% | +26.7% |
| 5Y | +37.8% | +41.1% | -3.3% | +7.3% |
| All | +141.4% | +91.2% | +50.2% | +48.8% |
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