+75.4%
IVV vs XYL
+5.2%
+70.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +1.0% |
| 7D | -2.7% | +5.9% | -8.6% | -4.4% |
| 30D | -5.4% | -3.9% | -1.4% | -5.0% |
| 3M | -4.1% | -18.7% | +14.6% | +2.0% |
| 6M | +0.7% | -16.9% | +17.6% | +5.8% |
| YTD | +8.7% | -27.4% | +36.1% | +19.6% |
| 1Y | +11.0% | -34.0% | +45.0% | +27.3% |
| 3Y | +75.4% | +5.6% | +69.8% | +59.4% |
| All | +75.4% | +5.2% | +70.2% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling