+528.0%
XRT vs IAG
+128.0%
+400.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.2% | -8.9% | -2.1% |
| 7D | +0.9% | +21.4% | -20.5% | -0.3% |
| 30D | +7.9% | +4.0% | +3.9% | +7.6% |
| 3M | -0.2% | +17.0% | -17.2% | -1.3% |
| 6M | +5.6% | +1.4% | +4.2% | +5.0% |
| YTD | +5.7% | +13.8% | -8.1% | +3.8% |
| 1Y | +14.6% | +55.8% | -41.2% | +10.5% |
| 3Y | +50.7% | +647.4% | -596.7% | +30.4% |
| 5Y | -4.8% | +519.1% | -524.0% | -18.7% |
| 10Y | +152.6% | +345.6% | -193.0% | +111.2% |
| All | +528.0% | +128.0% | +400.1% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling