+170.7%
XLE vs IVZ
+61.1%
+109.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | +12.6% | +3.1% | +9.6% | +11.2% |
| 3M | +11.8% | +18.2% | -6.3% | +3.9% |
| 6M | +16.1% | +38.6% | -22.5% | +0.2% |
| YTD | +46.9% | +25.9% | +21.0% | +30.7% |
| 1Y | +53.3% | +51.7% | +1.6% | +25.7% |
| 3Y | +54.9% | +138.7% | -83.7% | 0.0% |
| 5Y | +225.7% | +62.8% | +162.9% | +137.4% |
| 10Y | +170.7% | +60.9% | +109.7% | +64.4% |
| All | +170.7% | +61.1% | +109.6% | +64.4% |
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