+35.5%
XLV vs IVZ
+61.1%
-25.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -2.4% | -1.2% | -3.1% |
| 30D | -1.8% | +3.0% | -4.9% | -2.4% |
| 3M | +7.8% | +14.9% | -7.1% | +4.9% |
| 6M | +9.1% | +36.7% | -27.6% | +2.6% |
| YTD | +7.7% | +25.7% | -17.9% | +2.5% |
| 1Y | +20.4% | +47.7% | -27.3% | +11.0% |
| 3Y | +30.8% | +138.8% | -108.1% | +7.2% |
| All | +35.5% | +61.1% | -25.6% | +15.9% |
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