+50.5%
IVZ vs XYL
+129.6%
-79.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.6% |
| 7D | +4.1% | +2.1% | +2.0% | +2.5% |
| 30D | -2.0% | -3.4% | +1.3% | -1.4% |
| 3M | -7.8% | -17.2% | +9.3% | +4.4% |
| 6M | +6.3% | -12.0% | +18.4% | +13.5% |
| YTD | +12.6% | -26.3% | +38.9% | +37.7% |
| 1Y | +27.6% | -33.5% | +61.1% | +70.2% |
| 3Y | +154.0% | +6.4% | +147.6% | +122.1% |
| 5Y | +37.3% | -20.9% | +58.2% | +52.3% |
| 10Y | +50.5% | +120.8% | -70.3% | -18.3% |
| All | +50.5% | +129.6% | -79.0% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling