+363.6%
IGV vs XYL
+100.4%
+263.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.3% | -3.7% | +6.1% | +4.1% |
| 30D | -6.0% | -8.3% | +2.3% | -3.4% |
| 3M | -4.8% | -21.4% | +16.6% | +5.1% |
| 6M | +14.2% | -12.9% | +27.2% | +19.4% |
| YTD | -4.2% | -30.1% | +25.8% | +10.1% |
| 1Y | -5.3% | -35.2% | +29.9% | +13.1% |
| 3Y | +38.8% | -0.8% | +39.5% | +31.7% |
| 5Y | +14.2% | -23.2% | +37.4% | +19.5% |
| All | +363.6% | +100.4% | +263.2% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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