+953.6%
IGV vs XLI
+869.3%
+84.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -3.3% | +1.0% | -4.3% | -4.1% |
| 30D | 0.0% | -5.8% | +5.8% | +5.2% |
| 3M | +7.3% | +0.7% | +6.6% | +6.0% |
| 6M | +16.7% | +3.2% | +13.5% | +11.8% |
| YTD | -2.8% | +13.0% | -15.9% | -14.6% |
| 1Y | -6.7% | +16.8% | -23.5% | -20.3% |
| 3Y | +41.1% | +72.4% | -31.3% | -14.2% |
| 5Y | +22.0% | +82.8% | -60.8% | -28.8% |
| 10Y | +357.9% | +252.4% | +105.5% | +40.7% |
| All | +953.6% | +869.3% | +84.3% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling