+767.3%
IVV vs XLY
+973.1%
-205.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | -0.4% | -2.1% | +1.7% | +1.2% |
| 30D | -1.4% | -6.0% | +4.7% | +3.2% |
| 3M | +3.7% | -2.7% | +6.4% | +5.4% |
| 6M | +13.0% | -1.5% | +14.5% | +13.6% |
| YTD | +12.4% | -5.4% | +17.9% | +16.3% |
| 1Y | +18.6% | -3.8% | +22.4% | +20.8% |
| 3Y | +78.1% | +36.6% | +41.5% | +37.3% |
| 5Y | +82.3% | +27.4% | +54.9% | +44.0% |
| 10Y | +322.1% | +218.2% | +103.9% | +65.6% |
| All | +767.3% | +973.1% | -205.9% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling