+343.0%
IGV vs XLP
+126.4%
+216.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.7% |
| 7D | -5.2% | +0.7% | -5.9% | -5.7% |
| 30D | -10.0% | +10.3% | -20.2% | -16.1% |
| 3M | -0.5% | +6.5% | -7.1% | -5.2% |
| 6M | +12.6% | +8.4% | +4.2% | +5.4% |
| YTD | -6.4% | +18.2% | -24.6% | -18.8% |
| 1Y | -9.5% | +22.4% | -31.9% | -23.8% |
| 3Y | +41.7% | +41.9% | -0.2% | +3.3% |
| 5Y | +12.7% | +40.9% | -28.2% | -17.4% |
| All | +343.0% | +126.4% | +216.6% | +126.4% |
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