+20.7%
XLK vs IVZ
+30.5%
-9.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.6% |
| 7D | -7.6% | +2.6% | -10.2% | -8.5% |
| 30D | -12.2% | -3.5% | -8.7% | -11.0% |
| 3M | -5.5% | -7.4% | +1.9% | -2.8% |
| 6M | +9.2% | +14.7% | -5.5% | +3.9% |
| YTD | +23.0% | +14.6% | +8.4% | +15.3% |
| 1Y | +20.7% | +30.7% | -10.0% | +7.6% |
| All | +20.7% | +30.5% | -9.8% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling