+225.7%
XLE vs IVZ
+63.4%
+162.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +12.6% | +3.1% | +9.6% | +11.7% |
| 3M | +11.8% | +18.2% | -6.3% | +6.7% |
| 6M | +16.1% | +38.6% | -22.5% | +5.5% |
| YTD | +46.9% | +25.9% | +21.0% | +36.4% |
| 1Y | +53.3% | +51.7% | +1.6% | +34.3% |
| 3Y | +54.9% | +138.7% | -83.7% | +14.3% |
| 5Y | +225.7% | +62.8% | +162.9% | +163.0% |
| All | +225.7% | +63.4% | +162.3% | +163.0% |
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