-1.6%
XLY vs IJR
+19.0%
-20.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -0.7% |
| 7D | +1.2% | -3.2% | +4.4% | +4.0% |
| 30D | +5.3% | -1.0% | +6.3% | +6.3% |
| 3M | -0.6% | -7.4% | +6.7% | +5.7% |
| 6M | +0.1% | +0.2% | -0.2% | -0.1% |
| YTD | -0.9% | +15.3% | -16.2% | -11.7% |
| 1Y | -1.6% | +17.5% | -19.1% | -14.0% |
| All | -1.6% | +19.0% | -20.6% | -14.0% |
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