+776.1%
IVV vs XLU
+670.5%
+105.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.4% |
| 30D | +0.1% | -1.3% | +1.4% | +0.8% |
| 3M | +2.0% | -1.3% | +3.3% | +2.5% |
| 6M | +13.0% | -7.6% | +20.7% | +17.9% |
| YTD | +13.6% | +2.3% | +11.3% | +11.1% |
| 1Y | +20.1% | +5.8% | +14.3% | +14.8% |
| 3Y | +77.6% | +50.5% | +27.1% | +34.2% |
| 5Y | +82.5% | +44.1% | +38.4% | +40.2% |
| 10Y | +316.5% | +138.2% | +178.3% | +124.7% |
| All | +776.1% | +670.5% | +105.6% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling