-7.5%
IGV vs XLB
+29.8%
-37.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | -7.5% | +3.9% | -11.4% | -7.7% |
| 30D | -5.6% | +8.9% | -14.5% | -6.2% |
| 3M | +1.5% | +4.1% | -2.6% | +1.2% |
| 6M | +17.1% | +7.3% | +9.8% | +16.3% |
| YTD | -2.0% | +20.4% | -22.4% | -5.7% |
| 1Y | -7.5% | +29.5% | -37.1% | -14.6% |
| All | -7.5% | +29.8% | -37.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling