+363.6%
IGV vs XLB
+163.6%
+200.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.1% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | -6.0% | +5.2% | -11.2% | -9.5% |
| 3M | -4.8% | +0.3% | -5.1% | -5.3% |
| 6M | +14.2% | +1.2% | +13.1% | +12.3% |
| YTD | -4.2% | +16.6% | -20.9% | -16.3% |
| 1Y | -5.3% | +21.4% | -26.7% | -19.8% |
| 3Y | +38.8% | +43.2% | -4.4% | +2.9% |
| 5Y | +14.2% | +28.0% | -13.8% | -7.7% |
| All | +363.6% | +163.6% | +200.0% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling