+312.0%
IVV vs XYL
+100.1%
+211.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +3.3% | -6.0% | +9.4% | +6.1% |
| 30D | -2.7% | -8.3% | +5.6% | 0.0% |
| 3M | -1.7% | -22.6% | +20.9% | +8.7% |
| 6M | +3.2% | -15.0% | +18.2% | +8.8% |
| YTD | +12.0% | -30.2% | +42.2% | +28.3% |
| 1Y | +12.1% | -36.4% | +48.5% | +34.2% |
| 3Y | +78.6% | -0.9% | +79.5% | +70.0% |
| 5Y | +73.8% | -23.4% | +97.2% | +82.4% |
| All | +312.0% | +100.1% | +211.9% | +185.6% |
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