+315.1%
IVV vs XLE
+177.7%
+137.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | +2.2% | -2.1% | -0.7% |
| 30D | +0.1% | +11.8% | -11.7% | -3.9% |
| 3M | +2.0% | +9.8% | -7.8% | -1.7% |
| 6M | +13.0% | +15.6% | -2.5% | +6.4% |
| YTD | +13.6% | +45.3% | -31.7% | -2.1% |
| 1Y | +20.1% | +48.3% | -28.2% | +2.5% |
| 3Y | +77.6% | +55.4% | +22.2% | +47.2% |
| 5Y | +82.5% | +216.1% | -133.6% | +11.1% |
| All | +315.1% | +177.7% | +137.5% | +149.9% |
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