+760.2%
IVV vs XLK
+815.2%
-55.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.9% |
| 7D | +2.6% | +3.4% | -0.8% | +0.3% |
| 30D | -2.0% | -10.6% | +8.6% | +4.9% |
| 3M | -2.8% | -10.6% | +7.9% | +3.9% |
| 6M | +2.2% | -3.5% | +5.7% | +2.8% |
| YTD | +11.5% | +18.7% | -7.2% | -2.5% |
| 1Y | +13.5% | +19.4% | -5.9% | -1.3% |
| 3Y | +78.1% | +94.5% | -16.4% | +10.1% |
| 5Y | +73.1% | +111.2% | -38.1% | -0.3% |
| 10Y | +310.4% | +707.2% | -396.8% | -3.3% |
| All | +760.2% | +815.2% | -55.0% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling