+386.8%
XLF vs IJH
+1,054.0%
-667.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.2% |
| 7D | -1.5% | -1.9% | +0.4% | +0.5% |
| 30D | -1.2% | -4.6% | +3.5% | +3.9% |
| 3M | +9.2% | -1.2% | +10.3% | +10.2% |
| 6M | +16.3% | +9.4% | +6.9% | +4.8% |
| YTD | +5.4% | +13.3% | -7.9% | -8.7% |
| 1Y | +7.6% | +13.4% | -5.8% | -7.2% |
| 3Y | +74.2% | +50.4% | +23.8% | +7.7% |
| 5Y | +66.1% | +49.0% | +17.2% | +1.6% |
| 10Y | +252.8% | +182.6% | +70.2% | +1.4% |
| All | +386.8% | +1,054.0% | -667.2% | -67.9% |
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