+163.9%
XLE vs IGV
+347.2%
-183.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -6.7% | -2.3% | -4.4% | -6.0% |
| 30D | -4.4% | -11.0% | +6.5% | -0.8% |
| 3M | +4.0% | -4.5% | +8.4% | +4.8% |
| 6M | +13.2% | +10.1% | +3.1% | +7.5% |
| YTD | +41.9% | -5.1% | +47.0% | +41.4% |
| 1Y | +41.6% | -10.2% | +51.9% | +44.3% |
| 3Y | +64.0% | +37.7% | +26.2% | +36.5% |
| 5Y | +158.1% | +15.7% | +142.4% | +128.0% |
| 10Y | +163.9% | +357.1% | -193.2% | +25.4% |
| All | +163.9% | +347.2% | -183.2% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling