+163.9%
XLE vs IVZ
+55.7%
+108.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | -2.0% |
| 7D | -7.9% | +4.1% | -12.0% | -9.5% |
| 30D | -4.8% | -2.0% | -2.8% | -4.6% |
| 3M | +8.4% | -7.8% | +16.2% | +10.8% |
| 6M | +12.7% | +6.3% | +6.4% | +7.8% |
| YTD | +41.3% | +12.6% | +28.7% | +30.3% |
| 1Y | +42.3% | +27.6% | +14.7% | +24.3% |
| 3Y | +65.1% | +154.0% | -89.0% | +2.7% |
| 5Y | +150.2% | +37.3% | +112.9% | +95.4% |
| 10Y | +163.9% | +50.5% | +113.4% | +60.4% |
| All | +163.9% | +55.7% | +108.3% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling