+607.9%
XLP vs IJR
+1,126.2%
-518.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +8.9% | +3.0% | +5.9% | +7.7% |
| 3M | +7.5% | -4.5% | +12.0% | +9.2% |
| 6M | +9.4% | +3.1% | +6.3% | +7.9% |
| YTD | +19.3% | +18.9% | +0.4% | +11.4% |
| 1Y | +21.7% | +21.7% | 0.0% | +12.6% |
| 3Y | +44.0% | +64.0% | -20.1% | +16.8% |
| 5Y | +42.8% | +27.6% | +15.2% | +26.0% |
| 10Y | +128.8% | +167.5% | -38.7% | +45.7% |
| All | +607.9% | +1,126.2% | -518.3% | +172.3% |
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 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