+846.0%
XLI vs IJH
+1,045.0%
-199.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | -2.3% | -2.5% | +0.2% | -0.1% |
| 30D | -8.2% | -5.0% | -3.1% | -3.9% |
| 3M | +0.8% | +0.5% | +0.2% | +0.4% |
| 6M | +0.8% | +8.2% | -7.4% | -5.8% |
| YTD | +10.5% | +12.4% | -1.9% | -0.1% |
| 1Y | +14.1% | +14.4% | -0.2% | +1.5% |
| 3Y | +68.6% | +49.5% | +19.1% | +17.4% |
| 5Y | +80.4% | +47.8% | +32.6% | +25.2% |
| 10Y | +254.6% | +180.4% | +74.2% | +37.8% |
| All | +846.0% | +1,045.0% | -199.0% | +6.6% |
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