+20.7%
XLK vs IGV
-8.7%
+29.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -7.6% | -7.5% | -0.1% | -4.6% |
| 30D | -12.2% | -5.6% | -6.5% | -10.1% |
| 3M | -5.5% | +1.5% | -7.0% | -6.2% |
| 6M | +9.2% | +17.1% | -7.9% | +1.8% |
| YTD | +23.0% | -2.0% | +25.0% | +29.6% |
| 1Y | +20.7% | -7.5% | +28.2% | +34.1% |
| All | +20.7% | -8.7% | +29.4% | +34.1% |
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 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