+78.8%
IVV vs XLU
+51.6%
+27.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +3.9% | +0.5% | +3.4% | +3.5% |
| 6M | +14.5% | -5.8% | +20.3% | +16.4% |
| YTD | +12.9% | +3.1% | +9.8% | +11.0% |
| 1Y | +19.4% | +8.1% | +11.3% | +15.3% |
| 3Y | +78.8% | +50.5% | +28.3% | +55.0% |
| All | +78.8% | +51.6% | +27.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3y: compounded portfolio wealth divided by compounded XLU 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…
3y analysis · Full analysis span regression · 6 months rolling