+312.0%
IVV vs XLE
+179.0%
+133.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +3.3% | +4.4% | -1.0% | +1.8% |
| 30D | -2.7% | -4.3% | +1.6% | -1.4% |
| 3M | -1.7% | +6.0% | -7.7% | -4.1% |
| 6M | +3.2% | +13.2% | -10.1% | -2.1% |
| YTD | +12.0% | +46.7% | -34.7% | -4.1% |
| 1Y | +12.1% | +46.6% | -34.5% | -4.0% |
| 3Y | +78.6% | +69.6% | +9.1% | +43.2% |
| 5Y | +73.8% | +166.5% | -92.7% | +13.5% |
| All | +312.0% | +179.0% | +133.0% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling