+317.1%
IVV vs XLY
+220.9%
+96.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -0.8% | -1.7% | +0.9% | +0.5% |
| 30D | -1.1% | -4.2% | +3.1% | +2.0% |
| 3M | +3.9% | -2.7% | +6.6% | +5.6% |
| 6M | +13.6% | -0.6% | +14.3% | +13.5% |
| YTD | +12.7% | -5.0% | +17.7% | +16.2% |
| 1Y | +17.6% | -4.1% | +21.7% | +20.0% |
| 3Y | +77.3% | +33.6% | +43.7% | +38.9% |
| 5Y | +84.1% | +28.7% | +55.4% | +44.6% |
| All | +317.1% | +220.9% | +96.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling