+135.8%
XLC vs IVZ
+58.6%
+77.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +3.5% | -2.8% | +6.2% | +4.1% |
| 30D | -2.6% | -2.2% | -0.4% | -2.2% |
| 3M | -2.1% | -8.1% | +6.0% | 0.0% |
| 6M | -5.5% | +3.8% | -9.3% | -7.3% |
| YTD | -6.9% | +11.5% | -18.4% | -11.2% |
| 1Y | -3.7% | +23.7% | -27.4% | -11.2% |
| 3Y | +64.2% | +145.8% | -81.6% | +19.0% |
| 5Y | +43.0% | +36.1% | +6.9% | +20.6% |
| All | +135.8% | +58.6% | +77.2% | +67.8% |
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