+68.2%
IVV vs XLE
+150.1%
-81.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.7% | -12.0% | +9.3% | +0.4% |
| 30D | -5.4% | -2.7% | -2.6% | -4.9% |
| 3M | -4.1% | +6.6% | -10.6% | -6.0% |
| 6M | +0.7% | +9.5% | -8.8% | -2.3% |
| YTD | +8.7% | +40.6% | -31.8% | -3.0% |
| 1Y | +11.0% | +43.6% | -32.6% | -1.8% |
| 3Y | +75.4% | +58.1% | +17.3% | +49.4% |
| All | +68.2% | +150.1% | -81.9% | +25.1% |
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