+552.8%
XLP vs IVZ
+306.7%
+246.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -2.4% | +3.2% | +1.1% |
| 30D | +10.3% | -11.2% | +21.5% | +12.1% |
| 3M | +6.5% | -14.0% | +20.5% | +8.7% |
| 6M | +8.4% | +0.5% | +7.9% | +7.7% |
| YTD | +18.2% | +5.4% | +12.8% | +16.1% |
| 1Y | +22.4% | +19.5% | +3.0% | +17.8% |
| 3Y | +41.9% | +128.7% | -86.8% | +21.0% |
| 5Y | +40.9% | +28.8% | +12.1% | +29.1% |
| 10Y | +128.4% | +52.3% | +76.1% | +91.7% |
| All | +552.8% | +306.7% | +246.1% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling