+778.2%
XLV vs IJR
+1,125.8%
-347.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -3.6% | -2.2% | -1.4% | -2.5% |
| 30D | -1.8% | -4.6% | +2.8% | +0.5% |
| 3M | +7.8% | +0.2% | +7.6% | +7.5% |
| 6M | +9.1% | +14.7% | -5.6% | +1.4% |
| YTD | +7.7% | +18.9% | -11.1% | -1.8% |
| 1Y | +20.4% | +19.9% | +0.5% | +9.1% |
| 3Y | +30.8% | +53.0% | -22.3% | +2.3% |
| 5Y | +34.6% | +40.9% | -6.2% | +8.1% |
| 10Y | +173.4% | +171.1% | +2.3% | +46.7% |
| All | +778.2% | +1,125.8% | -347.6% | +68.7% |
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