+67.8%
IVV vs XLP
+43.0%
+24.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.0% |
| 7D | -4.8% | +3.5% | -8.2% | -6.5% |
| 30D | -5.9% | +11.6% | -17.5% | -11.6% |
| 3M | -4.5% | +7.6% | -12.2% | -8.6% |
| 6M | +1.8% | +10.0% | -8.2% | -4.2% |
| YTD | +8.4% | +19.7% | -11.4% | -4.4% |
| 1Y | +9.4% | +23.5% | -14.1% | -5.7% |
| 3Y | +75.3% | +44.0% | +31.3% | +30.2% |
| 5Y | +67.8% | +42.7% | +25.1% | +27.1% |
| All | +67.8% | +43.0% | +24.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling