+356.3%
IGV vs XLI
+256.6%
+99.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -5.4% | -2.3% | -3.1% | -3.7% |
| 30D | -2.6% | -8.2% | +5.5% | +4.0% |
| 3M | +10.5% | +0.8% | +9.8% | +9.3% |
| 6M | +18.2% | +0.8% | +17.3% | +15.7% |
| YTD | -4.2% | +10.5% | -14.8% | -13.5% |
| 1Y | -9.8% | +14.1% | -23.9% | -20.6% |
| 3Y | +39.1% | +68.6% | -29.5% | -10.2% |
| 5Y | +21.2% | +80.4% | -59.2% | -25.2% |
| All | +356.3% | +256.6% | +99.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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