+307.4%
IVV vs XLF
+231.1%
+76.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -0.6% | +1.9% | -2.5% | -1.9% |
| 30D | -3.7% | +6.5% | -10.2% | -7.8% |
| 3M | -2.7% | +1.2% | -3.9% | -3.6% |
| 6M | +2.2% | +14.6% | -12.3% | -7.1% |
| YTD | +10.9% | +7.7% | +3.2% | +4.9% |
| 1Y | +11.3% | +11.8% | -0.5% | +2.6% |
| 3Y | +76.9% | +80.1% | -3.2% | +17.0% |
| 5Y | +73.5% | +59.0% | +14.5% | +24.1% |
| 10Y | +307.4% | +224.2% | +83.2% | +94.7% |
| All | +307.4% | +231.1% | +76.3% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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