+227.7%
XLE vs IJR
+39.8%
+187.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | +0.3% | -1.1% | +1.4% | +0.9% |
| 30D | +8.5% | -3.6% | +12.1% | +10.7% |
| 3M | +14.6% | +2.3% | +12.3% | +12.6% |
| 6M | +17.6% | +14.3% | +3.2% | +7.6% |
| YTD | +48.1% | +19.3% | +28.8% | +31.8% |
| 1Y | +53.8% | +22.6% | +31.2% | +34.2% |
| 3Y | +56.2% | +53.5% | +2.7% | +15.4% |
| 5Y | +227.7% | +39.9% | +187.8% | +149.6% |
| All | +227.7% | +39.8% | +187.9% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling