+823.3%
IGV vs XYL
+466.0%
+357.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -3.2% |
| 7D | -3.3% | +1.8% | -5.1% | -4.1% |
| 30D | 0.0% | -9.2% | +9.2% | +4.4% |
| 3M | +7.3% | -0.3% | +7.6% | +6.9% |
| 6M | +16.7% | -11.0% | +27.7% | +21.8% |
| YTD | -2.8% | -19.2% | +16.4% | +5.6% |
| 1Y | -6.7% | -21.2% | +14.5% | +2.5% |
| 3Y | +41.1% | +18.6% | +22.5% | +25.9% |
| 5Y | +22.0% | -14.3% | +36.3% | +23.9% |
| 10Y | +357.9% | +141.0% | +216.9% | +182.7% |
| All | +823.3% | +466.0% | +357.3% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling