+313.7%
IVV vs XLI
+252.7%
+60.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.5% | +1.0% | -0.5% | -0.3% |
| 30D | -1.0% | -5.8% | +4.8% | +3.8% |
| 3M | +3.9% | +0.7% | +3.1% | +2.9% |
| 6M | +14.5% | +3.2% | +11.3% | +11.0% |
| YTD | +12.9% | +13.0% | -0.1% | +1.5% |
| 1Y | +19.4% | +16.8% | +2.6% | +4.4% |
| 3Y | +78.8% | +72.4% | +6.4% | +13.9% |
| 5Y | +82.2% | +82.8% | -0.6% | +10.6% |
| 10Y | +313.7% | +252.4% | +61.2% | +50.4% |
| All | +313.7% | +252.7% | +60.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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