+166.2%
IGV vs XLC
+142.6%
+23.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.2% |
| 7D | -5.4% | -1.7% | -3.7% | -3.8% |
| 30D | -2.6% | +0.2% | -2.8% | -3.0% |
| 3M | +10.5% | +0.7% | +9.8% | +9.4% |
| 6M | +18.2% | -4.5% | +22.6% | +23.2% |
| YTD | -4.2% | -4.7% | +0.5% | +0.1% |
| 1Y | -9.8% | -1.5% | -8.3% | -8.9% |
| 3Y | +39.1% | +72.2% | -33.1% | -19.3% |
| 5Y | +21.2% | +39.3% | -18.1% | -12.9% |
| All | +166.2% | +142.6% | +23.6% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling