-7.5%
IGV vs XLV
+34.1%
-41.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.8% |
| 7D | -7.5% | +5.5% | -13.0% | -7.5% |
| 30D | -5.6% | +13.3% | -18.9% | -6.0% |
| 3M | +1.5% | +17.4% | -15.9% | +0.9% |
| 6M | +17.1% | +32.1% | -15.0% | +16.3% |
| YTD | -2.0% | +24.0% | -26.0% | -2.7% |
| 1Y | -7.5% | +32.9% | -40.4% | -9.1% |
| All | -7.5% | +34.1% | -41.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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