+257.2%
XOM vs IJH
+48.0%
+209.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +4.1% | -1.9% | +5.9% | +4.9% |
| 30D | +4.6% | -4.6% | +9.2% | +6.6% |
| 3M | +14.0% | -1.2% | +15.1% | +14.2% |
| 6M | +11.0% | +9.4% | +1.6% | +5.4% |
| YTD | +40.7% | +13.3% | +27.4% | +31.0% |
| 1Y | +52.3% | +13.4% | +38.9% | +41.5% |
| 3Y | +60.5% | +50.4% | +10.0% | +26.2% |
| All | +257.2% | +48.0% | +209.3% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling