+23.1%
IGV vs XLI
+80.9%
-57.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.7% |
| 7D | -2.9% | -1.7% | -1.3% | -1.4% |
| 30D | -1.5% | -7.3% | +5.8% | +5.5% |
| 3M | +11.7% | -1.3% | +13.0% | +12.3% |
| 6M | +18.4% | +2.2% | +16.2% | +13.5% |
| YTD | -3.9% | +11.7% | -15.6% | -16.9% |
| 1Y | -9.7% | +14.3% | -23.9% | -23.8% |
| 3Y | +38.4% | +70.3% | -31.9% | -25.3% |
| All | +23.1% | +80.9% | -57.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling