-7.5%
IGV vs XLC
-5.6%
-2.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -1.6% |
| 7D | -7.5% | +1.8% | -9.2% | -8.6% |
| 30D | -5.6% | -6.0% | +0.3% | -1.2% |
| 3M | +1.5% | -6.0% | +7.5% | +6.1% |
| 6M | +17.1% | -9.1% | +26.2% | +25.4% |
| YTD | -2.0% | -10.0% | +8.0% | +6.1% |
| 1Y | -7.5% | -5.8% | -1.7% | -5.0% |
| All | -7.5% | -5.6% | -2.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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