+973.2%
IGV vs XLP
+549.5%
+423.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.5% |
| 7D | -4.5% | -1.0% | -3.5% | -3.7% |
| 30D | +3.2% | -0.9% | +4.1% | +3.9% |
| 3M | +4.5% | +3.8% | +0.7% | +0.4% |
| 6M | +22.1% | -1.7% | +23.8% | +22.3% |
| YTD | -1.0% | +10.3% | -11.3% | -11.6% |
| 1Y | -2.1% | +7.8% | -9.9% | -11.1% |
| 3Y | +44.6% | +27.2% | +17.4% | +10.0% |
| 5Y | +22.2% | +32.5% | -10.4% | -11.1% |
| 10Y | +364.7% | +101.8% | +262.9% | +117.8% |
| All | +973.2% | +549.5% | +423.7% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling