+1,106.7%
XLY vs IVZ
+384.8%
+721.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | -4.2% | +3.0% | -7.2% | -5.2% |
| 3M | -2.7% | +14.9% | -17.5% | -7.3% |
| 6M | -0.6% | +36.7% | -37.4% | -10.8% |
| YTD | -5.0% | +25.7% | -30.7% | -12.8% |
| 1Y | -4.1% | +47.7% | -51.8% | -16.6% |
| 3Y | +33.6% | +138.8% | -105.2% | -2.8% |
| 5Y | +28.7% | +62.1% | -33.4% | +4.0% |
| 10Y | +219.6% | +64.3% | +155.3% | +133.5% |
| All | +1,106.7% | +384.8% | +721.9% | +409.7% |
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