+362.3%
IGV vs XLP
+137.2%
+225.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | -8.1% | +8.3% | -16.5% | -13.3% |
| 3M | -1.6% | +8.7% | -10.3% | -7.5% |
| 6M | +12.7% | +11.2% | +1.6% | +3.8% |
| YTD | -3.3% | +20.0% | -23.3% | -16.9% |
| 1Y | -7.9% | +21.3% | -29.3% | -21.7% |
| 3Y | +40.3% | +43.8% | -3.5% | +1.4% |
| 5Y | +17.3% | +43.3% | -26.0% | -15.0% |
| 10Y | +362.3% | +136.8% | +225.5% | +126.0% |
| All | +362.3% | +137.2% | +225.1% | +126.0% |
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