+40.0%
IGV vs XLB
+33.7%
+6.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | 0.0% | -1.7% | +1.7% | +0.9% |
| 3M | +7.3% | +4.4% | +3.0% | +4.3% |
| 6M | +16.7% | +5.0% | +11.7% | +12.2% |
| YTD | -2.8% | +15.5% | -18.3% | -13.5% |
| 1Y | -6.7% | +14.9% | -21.6% | -16.7% |
| All | +40.0% | +33.7% | +6.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling