+938.6%
IGV vs XLY
+944.9%
-6.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -5.4% | -3.9% | -1.5% | -1.9% |
| 30D | -2.6% | -6.1% | +3.5% | +3.1% |
| 3M | +10.5% | -1.2% | +11.7% | +11.4% |
| 6M | +18.2% | -1.8% | +20.0% | +19.1% |
| YTD | -4.2% | -5.9% | +1.6% | +0.4% |
| 1Y | -9.8% | -3.1% | -6.7% | -8.1% |
| 3Y | +39.1% | +36.0% | +3.1% | +2.5% |
| 5Y | +21.2% | +27.6% | -6.4% | -5.7% |
| 10Y | +361.5% | +216.8% | +144.7% | +56.5% |
| All | +938.6% | +944.9% | -6.3% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling