+818.4%
XOM vs IJH
+1,045.0%
-226.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | +1.9% | -2.5% | +4.4% | +3.7% |
| 30D | +4.1% | -5.0% | +9.1% | +7.8% |
| 3M | +10.4% | +0.5% | +9.9% | +9.3% |
| 6M | +13.0% | +8.2% | +4.8% | +5.1% |
| YTD | +40.1% | +12.5% | +27.6% | +26.4% |
| 1Y | +51.1% | +14.4% | +36.8% | +34.2% |
| 3Y | +57.7% | +49.5% | +8.2% | +12.4% |
| 5Y | +264.7% | +47.8% | +216.9% | +156.6% |
| 10Y | +193.1% | +180.4% | +12.7% | +28.9% |
| All | +818.4% | +1,045.0% | -226.6% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling