+15.4%
IGV vs XLP
+43.0%
-27.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -8.1% | +8.3% | -16.5% | -11.3% |
| 3M | -1.6% | +8.7% | -10.3% | -5.3% |
| 6M | +12.7% | +11.2% | +1.6% | +7.0% |
| YTD | -3.3% | +20.0% | -23.3% | -13.3% |
| 1Y | -7.9% | +21.3% | -29.3% | -18.1% |
| 3Y | +40.3% | +43.8% | -3.5% | +5.7% |
| All | +15.4% | +43.0% | -27.6% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling