+1,346.5%
IGV vs XRT
+514.3%
+832.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.8% |
| 7D | -4.5% | +0.8% | -5.3% | -5.0% |
| 30D | +3.2% | -4.2% | +7.4% | +5.8% |
| 3M | +4.5% | +5.1% | -0.6% | +1.1% |
| 6M | +22.1% | +2.4% | +19.7% | +19.6% |
| YTD | -1.0% | +3.2% | -4.2% | -3.6% |
| 1Y | -2.1% | +1.5% | -3.6% | -4.0% |
| 3Y | +44.6% | +40.6% | +4.0% | +14.1% |
| 5Y | +22.2% | -1.0% | +23.1% | +17.6% |
| 10Y | +364.7% | +128.4% | +236.3% | +138.6% |
| All | +1,346.5% | +514.3% | +832.2% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling