+763.7%
IVV vs XLU
+689.3%
+74.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | +1.2% | +2.2% | +2.6% |
| 30D | -2.7% | +4.6% | -7.3% | -5.4% |
| 3M | -1.7% | +0.7% | -2.4% | -2.3% |
| 6M | +3.2% | -1.7% | +4.9% | +3.7% |
| YTD | +12.0% | +4.8% | +7.2% | +7.7% |
| 1Y | +12.1% | +0.2% | +11.9% | +10.8% |
| 3Y | +78.6% | +58.9% | +19.8% | +30.7% |
| 5Y | +73.8% | +52.8% | +21.1% | +28.8% |
| 10Y | +312.1% | +160.9% | +151.2% | +109.9% |
| All | +763.7% | +689.3% | +74.4% | +114.4% |
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