+332.4%
IVV vs XYZ
+690.7%
-358.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +1.7% |
| 7D | +0.1% | +14.9% | -14.8% | -2.6% |
| 30D | -3.3% | +14.7% | -18.0% | -5.9% |
| 3M | -2.4% | +12.1% | -14.5% | -4.8% |
| 6M | +2.6% | +18.3% | -15.7% | -1.3% |
| YTD | +11.3% | +36.1% | -24.8% | +3.4% |
| 1Y | +13.4% | +35.3% | -21.9% | +5.4% |
| 3Y | +80.3% | +73.5% | +6.8% | +53.1% |
| 5Y | +72.7% | -61.6% | +134.3% | +79.4% |
| 10Y | +309.6% | +638.0% | -328.4% | +163.2% |
| All | +332.4% | +690.7% | -358.3% | +169.0% |
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 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