+1,075.5%
XLI vs IVZ
+337.6%
+737.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.1% |
| 7D | +3.8% | +7.6% | -3.9% | +1.3% |
| 30D | +1.0% | +4.3% | -3.3% | -0.5% |
| 3M | -8.9% | -9.3% | +0.4% | -6.3% |
| 6M | -2.3% | +5.2% | -7.5% | -4.6% |
| YTD | +9.7% | +13.4% | -3.8% | +3.9% |
| 1Y | +12.3% | +25.4% | -13.1% | +2.9% |
| 3Y | +71.5% | +152.5% | -81.0% | +21.6% |
| 5Y | +70.2% | +36.7% | +33.5% | +43.0% |
| 10Y | +227.5% | +45.0% | +182.5% | +146.8% |
| All | +1,075.5% | +337.6% | +737.9% | +429.0% |
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