+309.6%
IVV vs XLI
+244.3%
+65.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | -0.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | -3.3% | -0.2% | -3.1% | -3.2% |
| 3M | -2.4% | -8.6% | +6.2% | +4.5% |
| 6M | +2.6% | -2.0% | +4.6% | +3.7% |
| YTD | +11.3% | +9.7% | +1.5% | +2.3% |
| 1Y | +13.4% | +11.4% | +2.0% | +2.9% |
| 3Y | +80.3% | +74.2% | +6.1% | +13.7% |
| 5Y | +72.7% | +70.0% | +2.7% | +10.8% |
| 10Y | +309.6% | +235.2% | +74.4% | +62.0% |
| All | +309.6% | +244.3% | +65.3% | +62.0% |
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