+356.3%
IGV vs XLB
+162.9%
+193.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.3% |
| 7D | -5.4% | -3.5% | -1.8% | -2.9% |
| 30D | -2.6% | -4.7% | +2.0% | +0.7% |
| 3M | +10.5% | +2.7% | +7.8% | +7.9% |
| 6M | +18.2% | +2.6% | +15.6% | +14.7% |
| YTD | -4.2% | +12.8% | -17.1% | -14.0% |
| 1Y | -9.8% | +14.0% | -23.8% | -19.8% |
| 3Y | +39.1% | +31.5% | +7.6% | +10.2% |
| 5Y | +21.2% | +33.4% | -12.2% | -4.5% |
| All | +356.3% | +162.9% | +193.5% | +114.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling