-2.0%
XRT vs IAG
+102.4%
-104.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -1.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | -6.9% | +11.4% | -18.4% | -7.7% |
| 3M | -0.4% | +33.0% | -33.4% | -2.6% |
| 6M | +2.2% | -6.0% | +8.2% | +1.9% |
| YTD | -0.7% | +24.6% | -25.2% | -3.2% |
| 1Y | -2.0% | +105.0% | -107.0% | -8.4% |
| All | -2.0% | +102.4% | -104.4% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling