+306.5%
IVV vs XRT
+149.4%
+157.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.1% |
| 7D | -2.7% | +0.9% | -3.6% | -3.2% |
| 30D | -5.4% | +7.9% | -13.3% | -8.8% |
| 3M | -4.1% | -0.2% | -3.9% | -4.3% |
| 6M | +0.7% | +5.6% | -4.8% | -2.4% |
| YTD | +8.7% | +5.7% | +3.1% | +5.2% |
| 1Y | +11.0% | +14.6% | -3.6% | +3.2% |
| 3Y | +75.4% | +50.7% | +24.8% | +41.3% |
| 5Y | +68.3% | -4.8% | +73.2% | +63.7% |
| All | +306.5% | +149.4% | +157.2% | +116.3% |
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