+75.4%
IVV vs XLF
+76.8%
-1.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | -2.7% | +1.2% | -3.9% | -3.4% |
| 30D | -5.4% | +6.3% | -11.7% | -9.2% |
| 3M | -4.1% | -0.8% | -3.3% | -3.6% |
| 6M | +0.7% | +11.0% | -10.3% | -6.5% |
| YTD | +8.7% | +5.6% | +3.1% | +4.4% |
| 1Y | +11.0% | +10.8% | +0.2% | +2.8% |
| 3Y | +75.4% | +77.8% | -2.4% | +13.2% |
| All | +75.4% | +76.8% | -1.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling