+103.1%
XLP vs IVZ
+65.9%
+37.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.0% | +0.6% | -1.7% | -1.1% |
| 30D | -0.9% | +4.0% | -4.9% | -1.6% |
| 3M | +3.8% | +18.2% | -14.4% | +0.6% |
| 6M | -1.7% | +32.8% | -34.6% | -7.0% |
| YTD | +10.3% | +28.7% | -18.5% | +4.6% |
| 1Y | +7.8% | +55.4% | -47.6% | -1.4% |
| 3Y | +27.2% | +135.2% | -108.0% | +5.0% |
| 5Y | +32.5% | +64.2% | -31.7% | +14.7% |
| All | +103.1% | +65.9% | +37.3% | +59.5% |
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