+778.2%
XLV vs IJH
+1,054.0%
-275.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -3.6% | -1.9% | -1.7% | -2.5% |
| 30D | -1.8% | -4.6% | +2.8% | +0.9% |
| 3M | +7.8% | -1.2% | +8.9% | +8.3% |
| 6M | +9.1% | +9.4% | -0.3% | +3.1% |
| YTD | +7.7% | +13.3% | -5.6% | -0.4% |
| 1Y | +20.4% | +13.4% | +7.0% | +11.1% |
| 3Y | +30.8% | +50.4% | -19.7% | +0.3% |
| 5Y | +34.6% | +49.0% | -14.3% | +2.0% |
| 10Y | +173.4% | +182.6% | -9.2% | +34.9% |
| All | +778.2% | +1,054.0% | -275.8% | +58.0% |
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