+135.4%
XLP vs IVZ
+48.7%
+86.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +2.2% | +0.2% | +1.9% |
| 30D | +9.1% | -2.2% | +11.3% | +9.3% |
| 3M | +7.9% | -8.4% | +16.3% | +9.2% |
| 6M | +9.6% | +6.2% | +3.4% | +7.7% |
| YTD | +19.4% | +12.4% | +7.0% | +15.6% |
| 1Y | +22.4% | +26.0% | -3.6% | +15.9% |
| 3Y | +43.2% | +147.9% | -104.7% | +16.1% |
| 5Y | +42.6% | +38.8% | +3.8% | +27.0% |
| 10Y | +135.4% | +44.6% | +90.9% | +86.2% |
| All | +135.4% | +48.7% | +86.7% | +86.2% |
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