+364.4%
IGV vs XRT
+120.9%
+243.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.2% |
| 30D | -3.0% | -6.9% | +3.9% | +0.7% |
| 3M | +9.6% | -0.4% | +10.0% | +9.6% |
| 6M | +16.1% | +2.2% | +13.9% | +14.1% |
| YTD | -3.6% | -0.7% | -3.0% | -3.9% |
| 1Y | -7.8% | -2.0% | -5.8% | -7.6% |
| 3Y | +40.0% | +41.0% | -1.0% | +13.3% |
| 5Y | +21.2% | -3.3% | +24.5% | +17.1% |
| 10Y | +364.4% | +124.8% | +239.6% | +161.0% |
| All | +364.4% | +120.9% | +243.5% | +161.0% |
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