+852.9%
XLI vs IJR
+1,130.2%
-277.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.7% |
| 7D | -0.6% | -1.1% | +0.5% | +0.3% |
| 30D | -6.9% | -3.6% | -3.3% | -4.2% |
| 3M | -1.9% | +2.3% | -4.2% | -3.7% |
| 6M | +1.0% | +14.3% | -13.3% | -9.0% |
| YTD | +11.3% | +19.3% | -8.0% | -3.0% |
| 1Y | +15.8% | +22.6% | -6.8% | -1.5% |
| 3Y | +69.8% | +53.5% | +16.3% | +18.8% |
| 5Y | +80.9% | +39.9% | +41.0% | +34.4% |
| 10Y | +257.2% | +172.1% | +85.2% | +51.4% |
| All | +852.9% | +1,130.2% | -277.4% | +13.0% |
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