+175.1%
IGV vs XLC
+143.7%
+31.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.0% |
| 7D | -4.5% | -0.8% | -3.7% | -3.7% |
| 30D | +3.2% | +1.0% | +2.2% | +2.0% |
| 3M | +4.5% | -0.7% | +5.2% | +5.0% |
| 6M | +22.1% | -5.1% | +27.3% | +28.2% |
| YTD | -1.0% | -4.3% | +3.2% | +2.9% |
| 1Y | -2.1% | -0.6% | -1.5% | -2.1% |
| 3Y | +44.6% | +72.7% | -28.1% | -16.3% |
| 5Y | +22.2% | +38.0% | -15.8% | -11.4% |
| All | +175.1% | +143.7% | +31.4% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling