+363.9%
IGV vs XLP
+101.7%
+262.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -4.5% | -1.0% | -3.5% | -3.8% |
| 30D | +3.2% | -0.9% | +4.1% | +3.7% |
| 3M | +4.5% | +3.8% | +0.7% | +1.3% |
| 6M | +22.1% | -1.7% | +23.8% | +22.5% |
| YTD | -1.0% | +10.3% | -11.3% | -9.7% |
| 1Y | -2.1% | +7.8% | -9.9% | -9.4% |
| 3Y | +44.6% | +27.2% | +17.4% | +14.8% |
| 5Y | +22.2% | +32.5% | -10.4% | -6.5% |
| All | +363.9% | +101.7% | +262.2% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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