+891.0%
XLV vs IVZ
+379.5%
+511.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.4% | -2.4% | -2.0% | -3.9% |
| 30D | -1.4% | +2.5% | -3.9% | -2.0% |
| 3M | +8.9% | +17.1% | -8.2% | +4.8% |
| 6M | +9.1% | +35.1% | -26.1% | +1.6% |
| YTD | +7.9% | +24.3% | -16.4% | +2.0% |
| 1Y | +22.7% | +48.7% | -25.9% | +11.4% |
| 3Y | +31.9% | +135.6% | -103.7% | +5.8% |
| 5Y | +34.9% | +60.3% | -25.5% | +14.5% |
| 10Y | +173.9% | +62.5% | +111.3% | +115.0% |
| All | +891.0% | +379.5% | +511.5% | +400.2% |
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 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