+310.3%
IVV vs XRT
+136.4%
+174.0%
-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% | -0.8% | -0.6% |
| 7D | +2.6% | +1.7% | +0.8% | +1.7% |
| 30D | -2.0% | +7.5% | -9.5% | -5.4% |
| 3M | -2.8% | +2.2% | -5.0% | -4.0% |
| 6M | +2.2% | +14.7% | -12.5% | -4.7% |
| YTD | +11.5% | +7.5% | +4.0% | +7.0% |
| 1Y | +13.5% | +14.1% | -0.6% | +5.8% |
| 3Y | +78.1% | +58.8% | +19.3% | +39.9% |
| 5Y | +73.1% | -3.9% | +77.0% | +67.6% |
| All | +310.3% | +136.4% | +174.0% | +118.5% |
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 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