+82.6%
IVV vs XLV
+33.2%
+49.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.0% | -4.4% | +2.4% | +1.0% |
| 30D | -1.6% | -1.4% | -0.2% | -0.9% |
| 3M | +4.8% | +8.9% | -4.1% | -2.2% |
| 6M | +12.6% | +9.1% | +3.5% | +4.8% |
| YTD | +11.8% | +7.9% | +3.8% | +4.7% |
| 1Y | +17.6% | +22.7% | -5.2% | -1.2% |
| 3Y | +77.0% | +31.9% | +45.1% | +37.2% |
| 5Y | +82.6% | +34.9% | +47.7% | +37.2% |
| All | +82.6% | +33.2% | +49.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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