+1,024.7%
XLE vs IVZ
+396.7%
+628.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +11.8% | +4.0% | +7.8% | +10.2% |
| 3M | +9.8% | +18.2% | -8.4% | +3.3% |
| 6M | +15.6% | +32.8% | -17.2% | +3.7% |
| YTD | +45.3% | +28.7% | +16.5% | +31.0% |
| 1Y | +48.3% | +55.4% | -7.1% | +25.3% |
| 3Y | +55.4% | +135.2% | -79.8% | +10.8% |
| 5Y | +216.1% | +64.2% | +151.9% | +145.4% |
| 10Y | +178.4% | +64.6% | +113.8% | +101.0% |
| All | +1,024.7% | +396.7% | +628.1% | +421.8% |
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