+80.1%
IVV vs XYL
+12.6%
+67.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +0.1% | -5.0% | +5.2% | +2.0% |
| 30D | +0.1% | -13.2% | +13.3% | +5.2% |
| 3M | +2.0% | -3.7% | +5.7% | +2.8% |
| 6M | +13.0% | -17.7% | +30.7% | +20.7% |
| YTD | +13.6% | -21.5% | +35.1% | +23.0% |
| 1Y | +20.1% | -24.5% | +44.6% | +32.1% |
| All | +80.1% | +12.6% | +67.5% | +64.7% |
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