+36.5%
XLB vs IVZ
+63.4%
-26.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.7% |
| 30D | -1.7% | +3.1% | -4.8% | -2.8% |
| 3M | +4.4% | +18.2% | -13.8% | -1.9% |
| 6M | +5.0% | +38.6% | -33.6% | -7.0% |
| YTD | +15.5% | +25.9% | -10.4% | +5.2% |
| 1Y | +14.9% | +51.7% | -36.8% | -2.3% |
| 3Y | +34.5% | +138.7% | -104.1% | -6.9% |
| 5Y | +36.5% | +62.8% | -26.2% | +2.8% |
| All | +36.5% | +63.4% | -26.8% | +2.8% |
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 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