+307.4%
IVV vs XEL
+176.3%
+131.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | -3.7% | +8.6% | -12.3% | -6.4% |
| 3M | -2.7% | +5.1% | -7.8% | -4.5% |
| 6M | +2.2% | +2.5% | -0.3% | +0.9% |
| YTD | +10.9% | +11.0% | -0.1% | +6.0% |
| 1Y | +11.3% | +2.7% | +8.6% | +9.3% |
| 3Y | +76.9% | +49.7% | +27.1% | +47.4% |
| 5Y | +73.5% | +46.1% | +27.4% | +44.3% |
| 10Y | +307.4% | +181.5% | +125.8% | +200.3% |
| All | +307.4% | +176.3% | +131.1% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling