+22.8%
IGV vs XLU
+43.2%
-20.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -5.4% | -1.2% | -4.2% | -5.0% |
| 30D | -2.6% | -2.5% | -0.1% | -1.9% |
| 3M | +10.5% | -2.7% | +13.3% | +11.2% |
| 6M | +18.2% | -7.5% | +25.6% | +20.6% |
| YTD | -4.2% | +0.9% | -5.2% | -6.0% |
| 1Y | -9.8% | +3.3% | -13.1% | -12.6% |
| 3Y | +39.1% | +47.3% | -8.2% | +13.1% |
| All | +22.8% | +43.2% | -20.4% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling