+341.3%
IVV vs XYZ
+638.9%
-297.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +0.1% | -1.7% | +1.8% | +0.2% |
| 3M | +2.0% | +16.7% | -14.8% | -1.2% |
| 6M | +13.0% | +26.9% | -13.8% | +7.4% |
| YTD | +13.6% | +27.1% | -13.6% | +7.2% |
| 1Y | +20.1% | +9.3% | +10.8% | +16.1% |
| 3Y | +77.6% | +42.3% | +35.3% | +56.3% |
| 5Y | +82.5% | -69.3% | +151.8% | +97.7% |
| 10Y | +316.5% | +586.8% | -270.3% | +171.7% |
| All | +341.3% | +638.9% | -297.6% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling