+49.9%
XLE vs IGV
-8.7%
+58.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.7% |
| 7D | -7.2% | -7.5% | +0.3% | -7.9% |
| 30D | +0.1% | -5.6% | +5.7% | -0.4% |
| 3M | +9.2% | +1.5% | +7.7% | +9.4% |
| 6M | +8.4% | +17.1% | -8.8% | +10.2% |
| YTD | +44.9% | -2.0% | +46.9% | +42.4% |
| 1Y | +49.9% | -7.5% | +57.4% | +49.6% |
| All | +49.9% | -8.7% | +58.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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