+1,226.8%
XEL vs IVZ
+1,117.8%
+109.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -1.9% | +4.0% | -5.9% | -2.5% |
| 3M | -1.9% | +18.2% | -20.1% | -4.3% |
| 6M | -7.4% | +32.8% | -40.3% | -11.4% |
| YTD | +4.1% | +28.7% | -24.7% | -0.2% |
| 1Y | +8.0% | +55.4% | -47.3% | +0.8% |
| 3Y | +48.4% | +135.2% | -86.8% | +28.6% |
| 5Y | +27.2% | +64.2% | -36.9% | +13.9% |
| 10Y | +146.8% | +64.6% | +82.2% | +107.3% |
| All | +1,226.8% | +1,117.8% | +109.0% | +782.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling