+325.3%
IR vs XRT
+141.3%
+183.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.5% |
| 7D | +3.7% | +0.9% | +2.8% | +2.8% |
| 30D | +7.4% | +7.9% | -0.5% | +1.7% |
| 3M | -5.9% | -0.2% | -5.7% | -6.3% |
| 6M | +5.6% | +5.6% | 0.0% | +1.3% |
| YTD | +4.8% | +5.7% | -0.8% | +0.9% |
| 1Y | +6.9% | +14.6% | -7.6% | -2.3% |
| 3Y | +27.6% | +50.7% | -23.1% | -2.7% |
| 5Y | +45.8% | -4.8% | +50.6% | +44.9% |
| All | +325.3% | +141.3% | +183.9% | +82.6% |
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