+776.1%
IVV vs XLK
+905.4%
-129.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | +0.1% | +0.9% | -0.7% | -0.4% |
| 30D | +0.1% | +0.7% | -0.7% | -0.5% |
| 3M | +2.0% | -2.9% | +4.9% | +3.0% |
| 6M | +13.0% | +34.3% | -21.2% | -8.1% |
| YTD | +13.6% | +30.4% | -16.8% | -6.1% |
| 1Y | +20.1% | +43.4% | -23.3% | -7.0% |
| 3Y | +77.6% | +116.8% | -39.2% | +2.7% |
| 5Y | +82.5% | +144.0% | -61.6% | -3.9% |
| 10Y | +316.5% | +778.8% | -462.2% | -6.6% |
| All | +776.1% | +905.4% | -129.3% | +34.2% |
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