+128.7%
IVZ vs XYL
+5.2%
+123.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | -2.4% | +5.9% | -8.3% | -5.4% |
| 30D | -11.2% | -3.9% | -7.3% | -10.6% |
| 3M | -14.0% | -18.7% | +4.7% | -4.3% |
| 6M | +0.5% | -16.9% | +17.3% | +9.3% |
| YTD | +5.4% | -27.4% | +32.8% | +25.2% |
| 1Y | +19.5% | -34.0% | +53.5% | +52.3% |
| 3Y | +128.7% | +5.6% | +123.1% | +73.8% |
| All | +128.7% | +5.2% | +123.5% | +73.8% |
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