+52.6%
XOM vs IJH
+17.8%
+34.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.3% |
| 7D | -7.0% | +1.7% | -8.7% | -6.2% |
| 30D | +3.2% | +1.2% | +2.0% | +4.0% |
| 3M | +10.7% | -3.4% | +14.1% | +9.2% |
| 6M | +11.6% | +3.7% | +7.9% | +13.4% |
| YTD | +43.5% | +13.9% | +29.6% | +45.8% |
| 1Y | +52.6% | +17.4% | +35.2% | +54.8% |
| All | +52.6% | +17.8% | +34.8% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling