+45.4%
XEL vs IVZ
+132.2%
-86.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.2% | -2.4% | +1.2% | -1.1% |
| 30D | -2.9% | +2.5% | -5.4% | -3.1% |
| 3M | -2.7% | +17.1% | -19.8% | -3.8% |
| 6M | -6.5% | +35.1% | -41.7% | -8.7% |
| YTD | +3.6% | +24.3% | -20.7% | +1.7% |
| 1Y | +7.5% | +48.7% | -41.2% | +3.4% |
| All | +45.4% | +132.2% | -86.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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