+140.3%
IVZ vs XYL
+8.6%
+131.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.4% |
| 7D | +0.6% | -5.0% | +5.7% | +4.0% |
| 30D | +4.0% | -13.2% | +17.2% | +13.6% |
| 3M | +18.2% | -3.7% | +21.9% | +19.5% |
| 6M | +32.8% | -17.7% | +50.5% | +49.2% |
| YTD | +28.7% | -21.5% | +50.3% | +49.0% |
| 1Y | +55.4% | -24.5% | +79.9% | +84.9% |
| All | +140.3% | +8.6% | +131.7% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling