+307.4%
IVV vs XRT
+147.6%
+159.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.6% | +4.1% | -4.7% | -2.4% |
| 30D | -3.7% | +9.9% | -13.6% | -7.9% |
| 3M | -2.7% | +2.3% | -5.0% | -4.0% |
| 6M | +2.2% | +9.6% | -7.3% | -2.6% |
| YTD | +10.9% | +9.1% | +1.8% | +5.7% |
| 1Y | +11.3% | +16.2% | -4.9% | +2.9% |
| 3Y | +76.9% | +60.1% | +16.8% | +38.5% |
| 5Y | +73.5% | -0.5% | +74.0% | +65.3% |
| 10Y | +307.4% | +145.1% | +162.3% | +114.4% |
| All | +307.4% | +147.6% | +159.8% | +114.4% |
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