+651.4%
XLU vs IJR
+1,125.8%
-474.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -3.3% | -4.6% | +1.3% | -1.3% |
| 3M | -3.2% | +0.2% | -3.4% | -3.3% |
| 6M | -7.0% | +14.7% | -21.7% | -12.5% |
| YTD | +0.6% | +18.9% | -18.2% | -7.0% |
| 1Y | +2.4% | +19.9% | -17.5% | -5.9% |
| 3Y | +46.3% | +53.0% | -6.8% | +18.7% |
| 5Y | +44.0% | +40.9% | +3.1% | +19.4% |
| 10Y | +140.1% | +171.1% | -31.0% | +40.4% |
| All | +651.4% | +1,125.8% | -474.4% | +104.9% |
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