-9.7%
IGV vs XLU
+3.1%
-12.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | -2.9% | -1.6% | -1.3% | -3.6% |
| 30D | -1.5% | -3.3% | +1.8% | -3.0% |
| 3M | +11.7% | -3.2% | +14.8% | +10.0% |
| 6M | +18.4% | -7.0% | +25.4% | +15.7% |
| YTD | -3.9% | +0.6% | -4.6% | -6.3% |
| 1Y | -9.7% | +2.4% | -12.1% | -12.0% |
| All | -9.7% | +3.1% | -12.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling