+310.3%
IVV vs XLP
+139.1%
+171.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.5% |
| 7D | +2.6% | +2.5% | 0.0% | +0.6% |
| 30D | -2.0% | +7.3% | -9.3% | -7.5% |
| 3M | -2.8% | +8.1% | -10.9% | -9.0% |
| 6M | +2.2% | +10.5% | -8.3% | -6.6% |
| YTD | +11.5% | +21.2% | -9.6% | -6.3% |
| 1Y | +13.5% | +22.7% | -9.2% | -5.8% |
| 3Y | +78.1% | +44.8% | +33.3% | +25.1% |
| 5Y | +73.1% | +44.7% | +28.4% | +21.2% |
| All | +310.3% | +139.1% | +171.2% | +97.3% |
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