+68.5%
XLI vs IVZ
+132.2%
-63.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -8.2% | +2.5% | -10.7% | -8.8% |
| 3M | +0.8% | +17.1% | -16.3% | -4.0% |
| 6M | +0.8% | +35.1% | -34.3% | -8.2% |
| YTD | +10.5% | +24.3% | -13.8% | +2.7% |
| 1Y | +14.1% | +48.7% | -34.5% | +0.3% |
| All | +68.5% | +132.2% | -63.6% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling