+43.3%
XLP vs IVZ
+37.5%
+5.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -0.5% | -2.8% | +2.2% | -0.3% |
| 30D | +8.3% | -2.2% | +10.5% | +8.5% |
| 3M | +8.7% | -8.1% | +16.8% | +9.5% |
| 6M | +11.2% | +3.8% | +7.4% | +10.3% |
| YTD | +20.0% | +11.5% | +8.5% | +17.5% |
| 1Y | +21.3% | +23.7% | -2.4% | +17.2% |
| 3Y | +43.8% | +145.8% | -102.0% | +22.2% |
| 5Y | +43.3% | +36.1% | +7.2% | +33.8% |
| All | +43.3% | +37.5% | +5.8% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling