+50.3%
XLE vs IJR
+21.3%
+29.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.7% |
| 7D | +0.5% | -2.3% | +2.8% | +0.3% |
| 30D | +6.6% | -4.7% | +11.3% | +6.2% |
| 3M | +12.3% | +2.1% | +10.1% | +11.9% |
| 6M | +18.4% | +13.9% | +4.5% | +16.0% |
| YTD | +47.2% | +18.2% | +29.0% | +42.1% |
| 1Y | +50.3% | +21.8% | +28.4% | +43.9% |
| All | +50.3% | +21.3% | +29.0% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling