+38.4%
IGV vs XLY
+35.2%
+3.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -2.9% | -1.7% | -1.2% | -1.6% |
| 30D | -1.5% | -4.2% | +2.7% | +1.8% |
| 3M | +11.7% | -2.7% | +14.4% | +14.0% |
| 6M | +18.4% | -0.6% | +19.1% | +18.2% |
| YTD | -3.9% | -5.0% | +1.1% | -0.4% |
| 1Y | -9.7% | -4.1% | -5.6% | -7.2% |
| 3Y | +38.4% | +33.6% | +4.8% | +8.2% |
| All | +38.4% | +35.2% | +3.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling