+313.6%
IVV vs XLK
+796.0%
-482.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.3% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | -1.6% | -0.5% | -1.2% | -1.5% |
| 3M | +4.8% | +5.0% | -0.2% | +0.5% |
| 6M | +12.6% | +32.9% | -20.3% | -8.6% |
| YTD | +11.8% | +29.0% | -17.2% | -7.6% |
| 1Y | +17.6% | +37.8% | -20.3% | -7.5% |
| 3Y | +77.0% | +118.7% | -41.7% | -1.7% |
| 5Y | +82.6% | +145.6% | -63.0% | -8.5% |
| All | +313.6% | +796.0% | -482.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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