+612.2%
XLP vs IJR
+1,131.4%
-519.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +8.3% | +3.5% | +4.8% | +6.9% |
| 3M | +8.7% | -3.8% | +12.4% | +10.1% |
| 6M | +11.2% | +4.3% | +6.9% | +9.2% |
| YTD | +20.0% | +19.4% | +0.6% | +11.9% |
| 1Y | +21.3% | +20.5% | +0.8% | +12.7% |
| 3Y | +43.8% | +63.0% | -19.2% | +17.0% |
| 5Y | +43.3% | +28.6% | +14.7% | +26.1% |
| 10Y | +136.8% | +157.2% | -20.4% | +53.1% |
| All | +612.2% | +1,131.4% | -519.2% | +173.6% |
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