+56.3%
XRT vs IAG
+708.6%
-652.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.2% | -8.9% | -2.3% |
| 7D | +0.9% | +21.4% | -20.5% | -0.6% |
| 30D | +7.9% | +4.0% | +3.9% | +7.4% |
| 3M | -0.2% | +17.0% | -17.2% | -1.8% |
| 6M | +5.6% | +1.4% | +4.2% | +4.7% |
| YTD | +5.7% | +13.8% | -8.1% | +3.1% |
| 1Y | +14.6% | +55.8% | -41.2% | +8.8% |
| All | +56.3% | +708.6% | -652.4% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling