+322.1%
IVV vs XEL
+146.5%
+175.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -1.4% | -0.9% | -0.5% | -1.1% |
| 3M | +3.7% | -1.4% | +5.1% | +4.0% |
| 6M | +13.0% | -5.8% | +18.8% | +14.8% |
| YTD | +12.4% | +4.7% | +7.7% | +9.8% |
| 1Y | +18.6% | +9.1% | +9.6% | +13.7% |
| 3Y | +78.1% | +47.8% | +30.2% | +48.7% |
| 5Y | +82.3% | +29.0% | +53.3% | +59.8% |
| 10Y | +322.1% | +154.0% | +168.1% | +219.9% |
| All | +322.1% | +146.5% | +175.6% | +219.9% |
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