+166.2%
IGV vs XLC
+137.2%
+29.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -1.3% |
| 7D | +2.3% | +3.7% | -1.4% | -1.3% |
| 30D | -6.0% | -1.9% | -4.1% | -4.3% |
| 3M | -4.8% | -3.1% | -1.7% | -2.2% |
| 6M | +14.2% | -6.4% | +20.6% | +21.2% |
| YTD | -4.2% | -6.8% | +2.6% | +2.0% |
| 1Y | -5.3% | -1.7% | -3.6% | -4.4% |
| 3Y | +38.8% | +64.7% | -25.9% | -16.0% |
| 5Y | +14.2% | +41.1% | -26.9% | -19.2% |
| All | +166.2% | +137.2% | +29.0% | +6.8% |
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 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