+51.7%
IVZ vs XYL
-21.5%
+73.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -3.5% |
| 7D | +1.1% | +1.8% | -0.7% | +0.3% |
| 30D | +3.1% | -9.2% | +12.3% | +7.6% |
| 3M | +18.2% | -0.3% | +18.4% | +16.4% |
| 6M | +38.6% | -11.0% | +49.6% | +44.7% |
| YTD | +25.9% | -19.2% | +45.1% | +39.0% |
| 1Y | +51.7% | -21.2% | +72.9% | +73.4% |
| All | +51.7% | -21.5% | +73.1% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling