+742.4%
XLE vs IGV
+939.0%
-196.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.8% |
| 7D | -7.9% | -0.4% | -7.5% | -7.7% |
| 30D | -4.8% | -9.9% | +5.1% | -0.2% |
| 3M | +8.4% | -1.2% | +9.6% | +7.7% |
| 6M | +12.7% | +11.3% | +1.3% | +4.1% |
| YTD | +41.3% | -4.0% | +45.3% | +38.5% |
| 1Y | +42.3% | -7.3% | +49.6% | +41.9% |
| 3Y | +65.1% | +42.8% | +22.3% | +26.7% |
| 5Y | +150.2% | +13.7% | +136.5% | +107.7% |
| 10Y | +163.9% | +354.8% | -190.9% | -8.7% |
| All | +742.4% | +939.0% | -196.6% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling