+305.2%
IVV vs XLP
+129.4%
+175.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -3.8% |
| 7D | -4.8% | +3.5% | -8.2% | -7.3% |
| 30D | -5.9% | +11.6% | -17.5% | -13.9% |
| 3M | -4.5% | +7.6% | -12.2% | -10.3% |
| 6M | +1.8% | +10.0% | -8.2% | -6.6% |
| YTD | +8.4% | +19.7% | -11.4% | -8.0% |
| 1Y | +9.4% | +23.5% | -14.1% | -9.7% |
| 3Y | +75.3% | +44.0% | +31.3% | +23.8% |
| 5Y | +67.8% | +42.7% | +25.1% | +19.1% |
| All | +305.2% | +129.4% | +175.8% | +103.2% |
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