+554.4%
XLP vs IJH
+1,075.9%
-521.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.9% | -1.5% | +0.6% | -0.3% |
| 3M | +3.8% | +0.8% | +3.0% | +3.3% |
| 6M | -1.7% | +7.6% | -9.3% | -5.0% |
| YTD | +10.3% | +15.5% | -5.2% | +3.3% |
| 1Y | +7.8% | +16.9% | -9.1% | +0.3% |
| 3Y | +27.2% | +48.1% | -20.9% | +5.4% |
| 5Y | +32.5% | +47.8% | -15.3% | +8.5% |
| 10Y | +101.8% | +178.6% | -76.8% | +21.9% |
| All | +554.4% | +1,075.9% | -521.4% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling