+363.6%
IGV vs XRT
+136.4%
+227.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.3% | +1.7% | +0.6% | +1.4% |
| 30D | -6.0% | +7.5% | -13.5% | -9.9% |
| 3M | -4.8% | +2.2% | -7.0% | -6.3% |
| 6M | +14.2% | +14.7% | -0.4% | +5.3% |
| YTD | -4.2% | +7.5% | -11.7% | -8.8% |
| 1Y | -5.3% | +14.1% | -19.4% | -12.8% |
| 3Y | +38.8% | +58.8% | -20.0% | +5.0% |
| 5Y | +14.2% | -3.9% | +18.1% | +9.8% |
| All | +363.6% | +136.4% | +227.2% | +150.9% |
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