+747.5%
XLE vs IJR
+1,116.7%
-369.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | +2.2% | +3.3% | +3.5% |
| 30D | -3.9% | +3.8% | -7.8% | -7.2% |
| 3M | +7.0% | -5.7% | +12.8% | +11.8% |
| 6M | +14.2% | +4.6% | +9.6% | +8.6% |
| YTD | +48.2% | +18.0% | +30.2% | +26.4% |
| 1Y | +47.7% | +21.8% | +25.9% | +22.5% |
| 3Y | +70.0% | +61.1% | +8.9% | +8.0% |
| 5Y | +169.1% | +27.3% | +141.8% | +104.7% |
| 10Y | +180.7% | +154.1% | +26.6% | +21.4% |
| All | +747.5% | +1,116.7% | -369.2% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling