+21.2%
IGV vs XHB
+30.4%
-9.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.6% |
| 7D | -5.4% | -5.2% | -0.1% | -2.8% |
| 30D | -2.6% | -12.1% | +9.5% | +3.9% |
| 3M | +10.5% | -6.2% | +16.7% | +13.3% |
| 6M | +18.2% | -6.7% | +24.9% | +20.2% |
| YTD | -4.2% | -5.5% | +1.2% | -4.2% |
| 1Y | -9.8% | -15.6% | +5.8% | -3.8% |
| 3Y | +39.1% | +22.0% | +17.1% | +8.8% |
| 5Y | +21.2% | +31.8% | -10.6% | -12.9% |
| All | +21.2% | +30.4% | -9.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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