+554.4%
XLP vs IJR
+1,153.0%
-598.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -0.9% | -2.4% | +1.5% | 0.0% |
| 3M | +3.8% | +3.9% | -0.1% | +2.2% |
| 6M | -1.7% | +12.4% | -14.1% | -6.1% |
| YTD | +10.3% | +21.5% | -11.2% | +2.2% |
| 1Y | +7.8% | +24.0% | -16.2% | -1.0% |
| 3Y | +27.2% | +49.7% | -22.5% | +6.9% |
| 5Y | +32.5% | +39.7% | -7.1% | +13.0% |
| 10Y | +101.8% | +169.0% | -67.2% | +28.3% |
| All | +554.4% | +1,153.0% | -598.6% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling