+766.3%
IVV vs XEL
+964.5%
-198.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -0.9% | +0.7% | -1.7% | -1.1% |
| 30D | -2.3% | +9.3% | -11.7% | -5.0% |
| 3M | -1.2% | +5.3% | -6.4% | -2.8% |
| 6M | +3.3% | +2.2% | +1.1% | +2.3% |
| YTD | +12.3% | +12.3% | 0.0% | +7.8% |
| 1Y | +12.5% | +3.0% | +9.5% | +10.8% |
| 3Y | +79.2% | +51.6% | +27.6% | +54.5% |
| 5Y | +75.6% | +50.0% | +25.7% | +51.0% |
| 10Y | +313.4% | +183.8% | +129.6% | +193.6% |
| All | +766.3% | +964.5% | -198.1% | +350.4% |
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