+820.5%
XLB vs IVZ
+396.7%
+423.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -0.4% | +4.0% | -4.4% | -1.7% |
| 3M | +2.0% | +18.2% | -16.2% | -3.9% |
| 6M | +1.8% | +32.8% | -31.0% | -8.0% |
| YTD | +16.6% | +28.7% | -12.2% | +6.0% |
| 1Y | +16.9% | +55.4% | -38.4% | -0.3% |
| 3Y | +32.6% | +135.2% | -102.7% | -4.2% |
| 5Y | +35.6% | +64.2% | -28.5% | +7.2% |
| 10Y | +160.0% | +64.6% | +95.4% | +87.5% |
| All | +820.5% | +396.7% | +423.9% | +320.8% |
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