+72.7%
IVV vs XLE
+150.9%
-78.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +0.1% | -7.9% | +8.0% | +2.1% |
| 30D | -3.3% | -4.8% | +1.5% | -2.3% |
| 3M | -2.4% | +8.4% | -10.7% | -4.8% |
| 6M | +2.6% | +12.7% | -10.1% | -1.3% |
| YTD | +11.3% | +41.3% | -30.0% | -0.8% |
| 1Y | +13.4% | +42.3% | -28.9% | +0.8% |
| 3Y | +80.3% | +65.1% | +15.2% | +51.7% |
| 5Y | +72.7% | +150.2% | -77.5% | +28.5% |
| All | +72.7% | +150.9% | -78.2% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling