+136.8%
XLP vs IVZ
+44.4%
+92.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.5% | -2.8% | +2.2% | -0.2% |
| 30D | +8.3% | -2.2% | +10.5% | +8.5% |
| 3M | +8.7% | -8.1% | +16.8% | +9.9% |
| 6M | +11.2% | +3.8% | +7.4% | +9.7% |
| YTD | +20.0% | +11.5% | +8.5% | +16.3% |
| 1Y | +21.3% | +23.7% | -2.4% | +15.3% |
| 3Y | +43.8% | +145.8% | -102.0% | +16.8% |
| 5Y | +43.3% | +36.1% | +7.2% | +28.2% |
| 10Y | +136.8% | +42.4% | +94.3% | +87.4% |
| All | +136.8% | +44.4% | +92.3% | +87.4% |
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