+5.7%
XLP vs IJR
+21.8%
-16.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | -2.2% | -3.6% | +1.4% | -1.8% |
| 3M | -0.6% | +2.3% | -2.9% | -0.9% |
| 6M | -2.2% | +14.3% | -16.5% | -4.3% |
| YTD | +8.3% | +19.3% | -11.0% | +5.0% |
| 1Y | +5.7% | +22.6% | -16.9% | +2.2% |
| All | +5.7% | +21.8% | -16.1% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling