+415.1%
XLF vs IVZ
+385.7%
+29.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | -0.5% | +3.1% | -3.6% | -1.9% |
| 3M | +10.6% | +18.2% | -7.5% | +2.0% |
| 6M | +14.3% | +38.6% | -24.3% | -2.5% |
| YTD | +5.5% | +25.9% | -20.4% | -6.5% |
| 1Y | +9.6% | +51.7% | -42.1% | -11.1% |
| 3Y | +75.2% | +138.7% | -63.5% | +10.5% |
| 5Y | +65.5% | +62.8% | +2.7% | +19.4% |
| 10Y | +246.4% | +60.9% | +185.5% | +125.4% |
| All | +415.1% | +385.7% | +29.4% | +85.8% |
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