+309.6%
IVV vs XYL
+129.6%
+180.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.7% |
| 7D | +0.1% | +2.1% | -2.0% | -0.8% |
| 30D | -3.3% | -3.4% | 0.0% | -2.9% |
| 3M | -2.4% | -17.2% | +14.8% | +4.8% |
| 6M | +2.6% | -12.0% | +14.7% | +6.7% |
| YTD | +11.3% | -26.3% | +37.6% | +24.6% |
| 1Y | +13.4% | -33.5% | +46.9% | +33.3% |
| 3Y | +80.3% | +6.4% | +73.9% | +66.4% |
| 5Y | +72.7% | -20.9% | +93.6% | +79.0% |
| 10Y | +309.6% | +120.8% | +188.8% | +176.1% |
| All | +309.6% | +129.6% | +180.1% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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