+203.7%
IVV vs XLC
+128.7%
+75.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | -2.7% | +4.9% | -7.6% | -6.1% |
| 30D | -5.4% | -5.8% | +0.4% | -1.2% |
| 3M | -4.1% | -5.4% | +1.4% | -0.4% |
| 6M | +0.7% | -10.2% | +10.9% | +8.3% |
| YTD | +8.7% | -10.2% | +18.9% | +16.7% |
| 1Y | +11.0% | -5.6% | +16.6% | +14.7% |
| 3Y | +75.4% | +61.0% | +14.4% | +20.5% |
| 5Y | +68.3% | +35.2% | +33.1% | +31.2% |
| All | +203.7% | +128.7% | +75.0% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling