+22.0%
IGV vs XRT
-1.7%
+23.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -0.5% |
| 7D | -3.3% | -0.3% | -3.1% | -3.2% |
| 30D | 0.0% | -5.6% | +5.6% | +3.6% |
| 3M | +7.3% | +2.5% | +4.8% | +5.3% |
| 6M | +16.7% | +3.7% | +13.1% | +13.3% |
| YTD | -2.8% | +1.0% | -3.8% | -4.2% |
| 1Y | -6.7% | -1.2% | -5.5% | -6.9% |
| 3Y | +41.1% | +43.4% | -2.2% | +6.8% |
| 5Y | +22.0% | -0.7% | +22.7% | +13.3% |
| All | +22.0% | -1.7% | +23.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling