+119.9%
XRT vs IAG
+423.2%
-303.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -3.6% | -4.1% | +0.5% | -3.4% |
| 30D | -6.7% | +10.6% | -17.3% | -7.3% |
| 3M | -1.4% | +35.4% | -36.8% | -3.3% |
| 6M | +1.7% | -9.5% | +11.2% | +1.7% |
| YTD | -1.5% | +21.8% | -23.3% | -3.3% |
| 1Y | -2.5% | +84.1% | -86.6% | -6.7% |
| 3Y | +39.9% | +817.4% | -777.4% | +21.1% |
| 5Y | -2.6% | +830.1% | -832.7% | -17.7% |
| All | +119.9% | +423.2% | -303.3% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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