+30.5%
XEL vs IVZ
+57.9%
-27.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | -2.9% | +2.5% | -5.4% | -3.2% |
| 3M | -2.7% | +17.1% | -19.8% | -4.6% |
| 6M | -6.5% | +35.1% | -41.7% | -10.0% |
| YTD | +3.6% | +24.3% | -20.7% | +0.5% |
| 1Y | +7.5% | +48.7% | -41.2% | +1.6% |
| 3Y | +46.3% | +135.6% | -89.3% | +26.4% |
| 5Y | +30.5% | +60.3% | -29.8% | +12.9% |
| All | +30.5% | +57.9% | -27.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling