+31.3%
XLP vs IJH
+47.6%
-16.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -2.2% | -3.8% | +1.6% | -1.1% |
| 3M | -0.6% | 0.0% | -0.6% | -0.7% |
| 6M | -2.2% | +8.8% | -10.9% | -5.1% |
| YTD | +8.3% | +13.5% | -5.3% | +3.5% |
| 1Y | +5.7% | +15.4% | -9.7% | +0.3% |
| 3Y | +25.7% | +50.9% | -25.3% | +6.2% |
| 5Y | +31.3% | +47.8% | -16.5% | +9.5% |
| All | +31.3% | +47.6% | -16.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling