-2.8%
XLC vs IVZ
+50.2%
-53.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -0.9% | +1.8% | -2.7% | -1.3% |
| 3M | -0.3% | +15.7% | -16.1% | -3.0% |
| 6M | -5.2% | +36.3% | -41.5% | -10.8% |
| YTD | -5.3% | +24.9% | -30.2% | -10.0% |
| 1Y | -2.8% | +48.9% | -51.8% | -11.4% |
| All | -2.8% | +50.2% | -53.0% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling