+80.4%
XLI vs IVZ
+57.9%
+22.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | +0.8% | +17.1% | -16.3% | -4.5% |
| 6M | +0.8% | +35.1% | -34.3% | -9.1% |
| YTD | +10.5% | +24.3% | -13.8% | +1.9% |
| 1Y | +14.1% | +48.7% | -34.5% | -1.0% |
| 3Y | +68.6% | +135.6% | -67.0% | +20.8% |
| 5Y | +80.4% | +60.3% | +20.1% | +39.7% |
| All | +80.4% | +57.9% | +22.5% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling