+735.8%
IVV vs XLE
+687.7%
+48.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.1% |
| 7D | -4.8% | -10.3% | +5.5% | -0.3% |
| 30D | -5.9% | -3.3% | -2.6% | -4.8% |
| 3M | -4.5% | +8.2% | -12.7% | -8.3% |
| 6M | +1.8% | +5.0% | -3.2% | -1.5% |
| YTD | +8.4% | +40.6% | -32.2% | -8.6% |
| 1Y | +9.4% | +45.0% | -35.6% | -9.2% |
| 3Y | +75.3% | +56.3% | +18.9% | +38.6% |
| 5Y | +67.8% | +152.2% | -84.5% | +2.4% |
| 10Y | +314.2% | +173.0% | +141.2% | +123.3% |
| All | +735.8% | +687.7% | +48.2% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling