+164.2%
XLB vs IVZ
+43.7%
+120.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.0% |
| 7D | +0.5% | +7.6% | -7.1% | -2.1% |
| 30D | +5.2% | +4.3% | +0.8% | +3.3% |
| 3M | +0.3% | -9.3% | +9.7% | +3.3% |
| 6M | +1.2% | +5.2% | -4.1% | -1.7% |
| YTD | +16.6% | +13.4% | +3.2% | +9.4% |
| 1Y | +21.4% | +25.4% | -3.9% | +9.7% |
| 3Y | +43.2% | +152.5% | -109.3% | -3.6% |
| 5Y | +28.0% | +36.7% | -8.7% | +4.7% |
| All | +164.2% | +43.7% | +120.5% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling