+988.3%
XLE vs IVZ
+306.7%
+681.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | -2.4% | -9.5% | -11.5% |
| 30D | -2.7% | -11.2% | +8.5% | +0.6% |
| 3M | +6.6% | -14.0% | +20.6% | +11.1% |
| 6M | +9.5% | +0.5% | +9.1% | +7.6% |
| YTD | +40.6% | +5.4% | +35.1% | +34.4% |
| 1Y | +43.6% | +19.5% | +24.1% | +31.5% |
| 3Y | +58.1% | +128.7% | -70.6% | +13.2% |
| 5Y | +152.2% | +28.8% | +123.4% | +111.1% |
| 10Y | +172.9% | +52.3% | +120.6% | +101.5% |
| All | +988.3% | +306.7% | +681.6% | +435.2% |
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