+766.1%
XLE vs IGV
+970.9%
-204.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | +0.2% |
| 7D | +2.2% | -4.5% | +6.7% | +4.4% |
| 30D | +11.8% | +3.2% | +8.6% | +9.4% |
| 3M | +9.8% | +4.5% | +5.3% | +6.1% |
| 6M | +15.6% | +22.1% | -6.5% | +1.7% |
| YTD | +45.3% | -1.0% | +46.3% | +41.3% |
| 1Y | +48.3% | -2.1% | +50.4% | +44.4% |
| 3Y | +55.4% | +44.6% | +10.9% | +19.1% |
| 5Y | +216.1% | +22.2% | +193.9% | +153.4% |
| 10Y | +178.4% | +364.7% | -186.3% | -4.0% |
| All | +766.1% | +970.9% | -204.8% | +60.1% |
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