+177.8%
XLE vs IJH
+184.0%
-6.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | +1.7% | -1.9% | +3.5% | +3.4% |
| 30D | +6.7% | -4.6% | +11.4% | +11.2% |
| 3M | +14.9% | -1.2% | +16.0% | +15.4% |
| 6M | +15.9% | +9.4% | +6.5% | +4.8% |
| YTD | +47.7% | +13.3% | +34.4% | +28.8% |
| 1Y | +50.7% | +13.4% | +37.3% | +30.9% |
| 3Y | +57.9% | +50.4% | +7.4% | +1.7% |
| 5Y | +227.0% | +49.0% | +178.1% | +106.3% |
| All | +177.8% | +184.0% | -6.2% | -4.4% |
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