+139.5%
XLP vs IVZ
+43.7%
+95.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.0% |
| 7D | +2.5% | +7.6% | -5.1% | +1.3% |
| 30D | +7.3% | +4.3% | +3.0% | +6.4% |
| 3M | +8.1% | -9.3% | +17.4% | +9.6% |
| 6M | +10.5% | +5.2% | +5.2% | +8.8% |
| YTD | +21.2% | +13.4% | +7.7% | +17.1% |
| 1Y | +22.7% | +25.4% | -2.7% | +16.4% |
| 3Y | +44.8% | +152.5% | -107.7% | +16.9% |
| 5Y | +44.7% | +36.7% | +8.0% | +29.4% |
| All | +139.5% | +43.7% | +95.9% | +88.8% |
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