+43.2%
XLP vs IJH
+59.6%
-16.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +9.1% | +1.0% | +8.2% | +8.9% |
| 3M | +7.9% | -4.1% | +12.0% | +8.7% |
| 6M | +9.6% | +0.7% | +8.9% | +9.2% |
| YTD | +19.4% | +13.2% | +6.2% | +15.7% |
| 1Y | +22.4% | +14.9% | +7.5% | +18.1% |
| 3Y | +43.2% | +58.4% | -15.2% | +23.9% |
| All | +43.2% | +59.6% | -16.4% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling