+38.9%
IGV vs KRE
+83.2%
-44.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | -1.5% | -1.1% | -0.5% | -1.2% |
| 30D | -3.0% | -3.4% | +0.4% | -1.9% |
| 3M | +9.6% | +3.7% | +5.9% | +8.1% |
| 6M | +16.1% | +14.8% | +1.4% | +10.0% |
| YTD | -3.6% | +14.7% | -18.3% | -9.0% |
| 1Y | -7.8% | +16.0% | -23.9% | -13.6% |
| All | +38.9% | +83.2% | -44.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 3y: compounded portfolio wealth divided by compounded KRE 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…
3y analysis · Full analysis span regression · 6 months rolling