+83.1%
IVV vs XLB
+36.1%
+46.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +0.1% | -1.4% | +1.5% | +1.1% |
| 30D | +0.1% | -0.4% | +0.5% | +0.2% |
| 3M | +2.0% | +2.0% | 0.0% | +0.3% |
| 6M | +13.0% | +1.8% | +11.2% | +11.0% |
| YTD | +13.6% | +16.6% | -3.0% | +0.8% |
| 1Y | +20.1% | +16.9% | +3.1% | +6.0% |
| 3Y | +77.6% | +32.6% | +45.1% | +41.1% |
| All | +83.1% | +36.1% | +46.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 5y: compounded portfolio wealth divided by compounded XLB 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…
5y analysis · Full analysis span regression · 6 months rolling