+135.4%
XLP vs IJR
+164.5%
-29.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +9.1% | +2.6% | +6.5% | +8.1% |
| 3M | +7.9% | -4.3% | +12.2% | +9.4% |
| 6M | +9.6% | +2.7% | +6.9% | +8.3% |
| YTD | +19.4% | +18.5% | +1.0% | +12.1% |
| 1Y | +22.4% | +20.1% | +2.3% | +14.2% |
| 3Y | +43.2% | +61.7% | -18.6% | +17.1% |
| 5Y | +42.6% | +28.5% | +14.0% | +26.0% |
| 10Y | +135.4% | +161.6% | -26.1% | +54.3% |
| All | +135.4% | +164.5% | -29.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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