+136.8%
XLP vs IJH
+180.3%
-43.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.7% |
| 30D | +8.3% | +2.1% | +6.2% | +7.3% |
| 3M | +8.7% | -3.6% | +12.3% | +10.2% |
| 6M | +11.2% | +1.8% | +9.3% | +10.0% |
| YTD | +20.0% | +14.1% | +5.9% | +12.9% |
| 1Y | +21.3% | +15.9% | +5.5% | +13.3% |
| 3Y | +43.8% | +59.7% | -15.8% | +14.5% |
| 5Y | +43.3% | +39.1% | +4.3% | +20.0% |
| 10Y | +136.8% | +177.3% | -40.6% | +42.5% |
| All | +136.8% | +180.3% | -43.5% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling