+945.1%
IGV vs XLU
+537.8%
+407.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -1.5% | +0.6% | -2.2% | -1.9% |
| 30D | -3.0% | -0.4% | -2.6% | -2.9% |
| 3M | +9.6% | -1.7% | +11.3% | +10.2% |
| 6M | +16.1% | -7.1% | +23.2% | +19.9% |
| YTD | -3.6% | +1.9% | -5.6% | -6.3% |
| 1Y | -7.8% | +6.1% | -14.0% | -12.8% |
| 3Y | +40.0% | +48.8% | -8.8% | +5.4% |
| 5Y | +21.2% | +43.8% | -22.6% | -7.8% |
| 10Y | +364.4% | +143.2% | +221.2% | +137.8% |
| All | +945.1% | +537.8% | +407.3% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling