+651.4%
XLU vs IJH
+1,054.0%
-402.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -1.6% | -1.9% | +0.3% | -0.7% |
| 30D | -3.3% | -4.6% | +1.3% | -0.9% |
| 3M | -3.2% | -1.2% | -2.0% | -2.7% |
| 6M | -7.0% | +9.4% | -16.4% | -11.5% |
| YTD | +0.6% | +13.3% | -12.7% | -6.1% |
| 1Y | +2.4% | +13.4% | -10.9% | -4.6% |
| 3Y | +46.3% | +50.4% | -4.2% | +15.8% |
| 5Y | +44.0% | +49.0% | -5.0% | +12.7% |
| 10Y | +140.1% | +182.6% | -42.5% | +28.0% |
| All | +651.4% | +1,054.0% | -402.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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