+306.5%
IVV vs XLP
+126.4%
+180.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | -2.7% | +0.7% | -3.4% | -3.3% |
| 30D | -5.4% | +10.3% | -15.6% | -12.6% |
| 3M | -4.1% | +6.5% | -10.6% | -9.2% |
| 6M | +0.7% | +8.4% | -7.7% | -6.6% |
| YTD | +8.7% | +18.2% | -9.5% | -6.8% |
| 1Y | +11.0% | +22.4% | -11.5% | -7.8% |
| 3Y | +75.4% | +41.9% | +33.5% | +25.3% |
| 5Y | +68.3% | +40.9% | +27.5% | +20.7% |
| All | +306.5% | +126.4% | +180.1% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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