+82.3%
IVV vs XLU
+43.5%
+38.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -1.4% | -0.4% | -0.9% | -1.2% |
| 3M | +3.7% | -1.7% | +5.4% | +4.3% |
| 6M | +13.0% | -7.1% | +20.2% | +16.3% |
| YTD | +12.4% | +1.9% | +10.5% | +10.6% |
| 1Y | +18.6% | +6.1% | +12.5% | +14.2% |
| 3Y | +78.1% | +48.8% | +29.3% | +43.4% |
| 5Y | +82.3% | +43.8% | +38.5% | +49.5% |
| All | +82.3% | +43.5% | +38.8% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling