+19.4%
IVV vs XYL
-21.5%
+40.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.2% |
| 7D | +0.5% | +1.8% | -1.3% | +0.1% |
| 30D | -1.0% | -9.2% | +8.3% | +1.1% |
| 3M | +3.9% | -0.3% | +4.1% | +3.3% |
| 6M | +14.5% | -11.0% | +25.5% | +16.7% |
| YTD | +12.9% | -19.2% | +32.1% | +16.9% |
| 1Y | +19.4% | -21.2% | +40.6% | +25.6% |
| All | +19.4% | -21.5% | +40.8% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling