+29.1%
XLV vs IJR
+19.0%
+10.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.7% |
| 30D | +10.7% | -1.0% | +11.6% | +11.1% |
| 3M | +13.1% | -7.4% | +20.4% | +16.2% |
| 6M | +28.3% | +0.2% | +28.1% | +27.7% |
| YTD | +20.9% | +15.3% | +5.6% | +12.5% |
| 1Y | +29.1% | +17.5% | +11.6% | +19.0% |
| All | +29.1% | +19.0% | +10.1% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling