+357.7%
IGV vs XLV
+174.9%
+182.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -2.9% | -3.6% | +0.6% | +0.2% |
| 30D | -1.5% | -1.8% | +0.3% | -0.2% |
| 3M | +11.7% | +7.8% | +3.9% | +3.8% |
| 6M | +18.4% | +9.1% | +9.3% | +8.2% |
| YTD | -3.9% | +7.7% | -11.7% | -11.5% |
| 1Y | -9.7% | +20.4% | -30.1% | -25.5% |
| 3Y | +38.4% | +30.8% | +7.7% | +3.8% |
| 5Y | +21.6% | +34.6% | -13.0% | -10.7% |
| All | +357.7% | +174.9% | +182.8% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling