+83.1%
IVV vs XRT
-1.0%
+84.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +0.1% | -4.2% | +4.3% | +2.0% |
| 3M | +2.0% | +5.1% | -3.1% | -0.6% |
| 6M | +13.0% | +2.4% | +10.6% | +11.3% |
| YTD | +13.6% | +3.2% | +10.4% | +11.3% |
| 1Y | +20.1% | +1.5% | +18.6% | +18.3% |
| 3Y | +77.6% | +40.6% | +37.0% | +47.7% |
| All | +83.1% | -1.0% | +84.1% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling