+82.2%
IVV vs XYZ
-69.7%
+151.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | +0.5% | +2.9% | -2.3% | 0.0% |
| 30D | -1.0% | +1.4% | -2.4% | -1.3% |
| 3M | +3.9% | +14.6% | -10.7% | +1.0% |
| 6M | +14.5% | +20.8% | -6.3% | +9.9% |
| YTD | +12.9% | +23.1% | -10.2% | +7.3% |
| 1Y | +19.4% | +5.6% | +13.7% | +16.2% |
| 3Y | +78.8% | +50.9% | +27.9% | +55.4% |
| 5Y | +82.2% | -68.6% | +150.7% | +93.4% |
| All | +82.2% | -69.7% | +151.9% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling