+54.9%
XLE vs IJR
+54.5%
+0.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | +12.6% | -3.1% | +15.8% | +14.1% |
| 3M | +11.8% | +4.4% | +7.4% | +9.3% |
| 6M | +16.1% | +16.1% | -0.1% | +7.1% |
| YTD | +46.9% | +20.6% | +26.3% | +32.5% |
| 1Y | +53.3% | +22.9% | +30.4% | +36.5% |
| 3Y | +54.9% | +55.2% | -0.3% | +22.1% |
| All | +54.9% | +54.5% | +0.4% | +22.1% |
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