+776.1%
IVV vs XLP
+573.5%
+202.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +1.0% |
| 30D | +0.1% | -0.9% | +1.0% | +0.7% |
| 3M | +2.0% | +3.8% | -1.8% | -2.1% |
| 6M | +13.0% | -1.7% | +14.8% | +13.6% |
| YTD | +13.6% | +10.3% | +3.3% | +2.4% |
| 1Y | +20.1% | +7.8% | +12.3% | +10.1% |
| 3Y | +77.6% | +27.2% | +50.4% | +37.7% |
| 5Y | +82.5% | +32.5% | +49.9% | +35.7% |
| 10Y | +316.5% | +101.8% | +214.7% | +107.7% |
| All | +776.1% | +573.5% | +202.7% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling