+973.2%
IGV vs XLB
+720.3%
+252.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -4.5% | -1.4% | -3.1% | -3.6% |
| 30D | +3.2% | -0.4% | +3.6% | +3.4% |
| 3M | +4.5% | +2.0% | +2.6% | +2.6% |
| 6M | +22.1% | +1.8% | +20.3% | +19.1% |
| YTD | -1.0% | +16.6% | -17.6% | -12.9% |
| 1Y | -2.1% | +16.9% | -19.0% | -14.2% |
| 3Y | +44.6% | +32.6% | +12.0% | +15.0% |
| 5Y | +22.2% | +35.6% | -13.5% | -3.9% |
| 10Y | +364.7% | +160.0% | +204.7% | +120.1% |
| All | +973.2% | +720.3% | +252.9% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling