+312.0%
IVV vs XLP
+135.7%
+176.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +3.3% | -0.2% | +3.5% | +3.5% |
| 30D | -2.7% | +8.2% | -10.8% | -8.7% |
| 3M | -1.7% | +7.7% | -9.4% | -7.7% |
| 6M | +3.2% | +9.3% | -6.1% | -4.9% |
| YTD | +12.0% | +19.5% | -7.5% | -4.9% |
| 1Y | +12.1% | +21.0% | -8.9% | -5.9% |
| 3Y | +78.6% | +43.2% | +35.4% | +26.5% |
| 5Y | +73.8% | +42.7% | +31.1% | +23.1% |
| All | +312.0% | +135.7% | +176.3% | +100.3% |
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