+619.2%
XLP vs IJH
+1,047.0%
-427.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +2.5% | +2.3% | +0.2% | +1.5% |
| 30D | +7.3% | +2.1% | +5.2% | +6.3% |
| 3M | +8.1% | -5.7% | +13.7% | +10.6% |
| 6M | +10.5% | +1.4% | +9.1% | +9.4% |
| YTD | +21.2% | +12.6% | +8.5% | +14.6% |
| 1Y | +22.7% | +16.1% | +6.6% | +14.5% |
| 3Y | +44.8% | +57.8% | -13.0% | +16.7% |
| 5Y | +44.7% | +36.8% | +7.9% | +22.5% |
| 10Y | +139.1% | +173.7% | -34.7% | +45.4% |
| All | +619.2% | +1,047.0% | -427.7% | +146.5% |
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 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