+41.1%
IGV vs XLC
+72.7%
-31.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.4% |
| 7D | -3.3% | +0.6% | -3.9% | -3.9% |
| 30D | 0.0% | +0.2% | -0.3% | -0.4% |
| 3M | +7.3% | +0.6% | +6.7% | +6.4% |
| 6M | +16.7% | -4.5% | +21.2% | +21.7% |
| YTD | -2.8% | -4.7% | +1.9% | +1.4% |
| 1Y | -6.7% | -1.7% | -5.0% | -5.7% |
| 3Y | +41.1% | +72.3% | -31.1% | -14.0% |
| All | +41.1% | +72.7% | -31.6% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling