+102.4%
XLP vs IJH
+181.8%
-79.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.4% |
| 7D | -2.5% | -2.5% | -0.1% | -1.5% |
| 30D | -1.9% | -5.0% | +3.1% | +0.2% |
| 3M | -2.1% | +0.5% | -2.7% | -2.5% |
| 6M | -1.8% | +8.2% | -10.1% | -5.4% |
| YTD | +8.3% | +12.4% | -4.1% | +2.6% |
| 1Y | +6.8% | +14.4% | -7.6% | +0.3% |
| 3Y | +25.7% | +49.5% | -23.8% | +3.1% |
| 5Y | +31.9% | +47.8% | -15.9% | +7.2% |
| All | +102.4% | +181.8% | -79.4% | +19.9% |
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 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