+312.0%
IVV vs XYZ
+578.7%
-266.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.5% |
| 7D | +3.3% | -2.1% | +5.5% | +3.7% |
| 30D | -2.7% | +7.0% | -9.7% | -4.2% |
| 3M | -1.7% | +5.1% | -6.8% | -3.1% |
| 6M | +3.2% | +14.1% | -10.9% | -0.2% |
| YTD | +12.0% | +26.4% | -14.4% | +5.2% |
| 1Y | +12.1% | +25.1% | -13.0% | +5.3% |
| 3Y | +78.6% | +59.7% | +18.9% | +52.6% |
| 5Y | +73.8% | -63.8% | +137.6% | +84.0% |
| All | +312.0% | +578.7% | -266.7% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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