+1,772.4%
XLK vs IGV
+942.8%
+829.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | +2.3% | -1.5% | +3.9% | +3.4% |
| 30D | +0.8% | -3.0% | +3.9% | +2.7% |
| 3M | +4.1% | +9.6% | -5.5% | -4.4% |
| 6M | +34.8% | +16.1% | +18.6% | +16.7% |
| YTD | +30.8% | -3.6% | +34.4% | +30.3% |
| 1Y | +42.4% | -7.8% | +50.2% | +46.9% |
| 3Y | +121.8% | +40.0% | +81.8% | +63.8% |
| 5Y | +146.6% | +21.2% | +125.4% | +100.5% |
| 10Y | +804.3% | +364.4% | +439.8% | +158.1% |
| All | +1,772.4% | +942.8% | +829.6% | +132.0% |
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