+738.6%
IVV vs XEL
+945.7%
-207.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -5.4% | +10.0% | -15.4% | -8.1% |
| 3M | -4.1% | +4.3% | -8.4% | -5.4% |
| 6M | +0.7% | +0.5% | +0.3% | +0.2% |
| YTD | +8.7% | +10.4% | -1.6% | +4.9% |
| 1Y | +11.0% | +2.0% | +9.0% | +9.5% |
| 3Y | +75.4% | +45.6% | +29.9% | +53.1% |
| 5Y | +68.3% | +46.6% | +21.7% | +45.7% |
| 10Y | +315.5% | +168.3% | +147.2% | +199.7% |
| All | +738.6% | +945.7% | -207.1% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling