+21.2%
IGV vs XLF
+62.9%
-41.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | -5.4% | -2.9% | -2.5% | -2.8% |
| 30D | -2.6% | -1.6% | -1.0% | -1.2% |
| 3M | +10.5% | +9.3% | +1.3% | +2.1% |
| 6M | +18.2% | +14.6% | +3.6% | +4.4% |
| YTD | -4.2% | +4.7% | -9.0% | -8.3% |
| 1Y | -9.8% | +8.6% | -18.5% | -16.6% |
| 3Y | +39.1% | +73.9% | -34.7% | -16.9% |
| 5Y | +21.2% | +65.0% | -43.8% | -25.4% |
| All | +21.2% | +62.9% | -41.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 5y: compounded portfolio wealth divided by compounded XLF 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…
5y analysis · Full analysis span regression · 6 months rolling