+79.4%
IVV vs XLC
+64.9%
+14.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | -0.9% | +3.5% | -4.4% | -3.1% |
| 30D | -2.3% | -2.6% | +0.2% | -0.7% |
| 3M | -1.2% | -2.1% | +0.9% | -0.1% |
| 6M | +3.3% | -5.5% | +8.8% | +7.0% |
| YTD | +12.3% | -6.9% | +19.2% | +17.4% |
| 1Y | +12.5% | -3.7% | +16.3% | +14.6% |
| All | +79.4% | +64.9% | +14.4% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling