+60.9%
IVZ vs XYL
+141.5%
-80.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -4.6% |
| 7D | +1.1% | +1.8% | -0.7% | -0.5% |
| 30D | +3.1% | -9.2% | +12.3% | +11.1% |
| 3M | +18.2% | -0.3% | +18.4% | +16.8% |
| 6M | +38.6% | -11.0% | +49.6% | +49.5% |
| YTD | +25.9% | -19.2% | +45.1% | +46.7% |
| 1Y | +51.7% | -21.2% | +72.9% | +80.3% |
| 3Y | +138.7% | +18.6% | +120.0% | +95.4% |
| 5Y | +62.8% | -14.3% | +77.1% | +72.9% |
| 10Y | +60.9% | +141.0% | -80.1% | -20.9% |
| All | +60.9% | +141.5% | -80.6% | -20.9% |
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