+37.6%
XLC vs IVZ
+61.5%
-23.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | -0.9% | +1.8% | -2.7% | -1.5% |
| 3M | -0.3% | +15.7% | -16.1% | -5.4% |
| 6M | -5.2% | +36.3% | -41.5% | -15.1% |
| YTD | -5.3% | +24.9% | -30.2% | -13.2% |
| 1Y | -2.8% | +48.9% | -51.8% | -16.5% |
| 3Y | +71.2% | +136.8% | -65.6% | +18.3% |
| 5Y | +37.6% | +60.0% | -22.4% | +5.4% |
| All | +37.6% | +61.5% | -23.9% | +5.4% |
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 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