+133.2%
XRT vs IAG
+389.3%
-256.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +1.7% | -7.7% | +9.4% | +2.2% |
| 30D | +7.5% | +1.6% | +5.9% | +7.3% |
| 3M | +2.2% | -2.4% | +4.6% | +2.1% |
| 6M | +14.7% | -7.8% | +22.5% | +14.6% |
| YTD | +7.5% | +5.0% | +2.5% | +6.1% |
| 1Y | +14.1% | +25.7% | -11.6% | +11.4% |
| 3Y | +58.8% | +694.5% | -635.7% | +37.2% |
| 5Y | -3.9% | +421.7% | -425.6% | -18.1% |
| All | +133.2% | +389.3% | -256.0% | +97.0% |
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