+145.1%
XRT vs IAG
+336.8%
-191.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | 0.0% |
| 7D | +4.1% | +16.8% | -12.7% | +3.1% |
| 30D | +9.9% | -1.5% | +11.4% | +9.9% |
| 3M | +2.3% | +0.5% | +1.8% | +2.0% |
| 6M | +9.6% | -1.0% | +10.5% | +9.1% |
| YTD | +9.1% | +12.3% | -3.2% | +7.3% |
| 1Y | +16.2% | +39.2% | -23.0% | +12.8% |
| 3Y | +60.1% | +712.3% | -652.2% | +38.2% |
| 5Y | -0.5% | +484.2% | -484.7% | -15.5% |
| 10Y | +145.1% | +382.3% | -237.2% | +106.9% |
| All | +145.1% | +336.8% | -191.7% | +106.9% |
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