-9.8%
IGV vs XYL
-21.7%
+11.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -5.4% | -1.2% | -4.1% | -5.2% |
| 30D | -2.6% | -13.2% | +10.6% | -1.2% |
| 3M | +10.5% | -0.2% | +10.7% | +10.9% |
| 6M | +18.2% | -12.5% | +30.7% | +19.3% |
| YTD | -4.2% | -20.9% | +16.7% | -2.4% |
| 1Y | -9.8% | -21.6% | +11.7% | -7.3% |
| All | -9.8% | -21.7% | +11.8% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling