+309.6%
IVV vs XRT
+163.3%
+146.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +0.7% |
| 7D | +0.1% | +2.5% | -2.4% | -1.1% |
| 30D | -3.3% | +10.3% | -13.6% | -7.8% |
| 3M | -2.4% | +2.4% | -4.8% | -3.7% |
| 6M | +2.6% | +10.0% | -7.4% | -2.4% |
| YTD | +11.3% | +9.5% | +1.8% | +5.9% |
| 1Y | +13.4% | +17.2% | -3.7% | +4.5% |
| 3Y | +80.3% | +62.0% | +18.3% | +40.5% |
| 5Y | +72.7% | -2.1% | +74.8% | +65.8% |
| 10Y | +309.6% | +152.6% | +157.1% | +114.3% |
| All | +309.6% | +163.3% | +146.3% | +114.3% |
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 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