-2.1%
XRT vs IAG
+540.0%
-542.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +3.2% |
| 7D | +2.5% | +24.0% | -21.5% | +0.6% |
| 30D | +10.3% | +5.5% | +4.8% | +9.6% |
| 3M | +2.4% | +8.3% | -5.9% | +1.4% |
| 6M | +10.0% | +6.1% | +3.9% | +8.6% |
| YTD | +9.5% | +20.3% | -10.8% | +6.2% |
| 1Y | +17.2% | +56.5% | -39.3% | +10.8% |
| 3Y | +62.0% | +762.6% | -700.6% | +26.7% |
| 5Y | -2.1% | +546.3% | -548.4% | -27.7% |
| All | -2.1% | +540.0% | -542.1% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling