+253.9%
XLI vs IVZ
+65.9%
+188.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -7.3% | +3.0% | -10.3% | -8.3% |
| 3M | -1.3% | +14.9% | -16.2% | -6.6% |
| 6M | +2.2% | +36.7% | -34.5% | -9.5% |
| YTD | +11.7% | +25.7% | -14.0% | +1.5% |
| 1Y | +14.3% | +47.7% | -33.4% | -2.5% |
| 3Y | +70.3% | +138.8% | -68.5% | +16.8% |
| 5Y | +82.3% | +62.1% | +20.2% | +39.5% |
| All | +253.9% | +65.9% | +188.0% | +139.2% |
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 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