+362.3%
IGV vs XRT
+145.8%
+216.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.3% | -1.4% | +0.2% | -0.5% |
| 30D | -8.1% | +9.8% | -17.9% | -12.9% |
| 3M | -1.6% | +3.3% | -4.9% | -3.8% |
| 6M | +12.7% | +13.6% | -0.9% | +4.5% |
| YTD | -3.3% | +9.1% | -12.3% | -8.6% |
| 1Y | -7.9% | +15.1% | -23.0% | -15.6% |
| 3Y | +40.3% | +59.9% | -19.6% | +5.8% |
| 5Y | +17.3% | -1.7% | +19.0% | +11.5% |
| 10Y | +362.3% | +141.1% | +221.1% | +146.4% |
| All | +362.3% | +145.8% | +216.4% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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