+740.0%
XLE vs IJH
+1,068.3%
-328.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.7% |
| 7D | 0.0% | +1.0% | -1.0% | -1.0% |
| 30D | +12.6% | -3.1% | +15.8% | +15.8% |
| 3M | +11.8% | +1.9% | +9.9% | +9.1% |
| 6M | +16.1% | +11.0% | +5.1% | +3.4% |
| YTD | +46.9% | +14.7% | +32.1% | +26.5% |
| 1Y | +53.3% | +15.6% | +37.7% | +30.6% |
| 3Y | +54.9% | +52.5% | +2.4% | -0.6% |
| 5Y | +225.7% | +49.1% | +176.6% | +108.1% |
| 10Y | +170.7% | +177.7% | -7.0% | -2.0% |
| All | +740.0% | +1,068.3% | -328.3% | +5.6% |
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