+513.3%
XRT vs IAG
+148.9%
+364.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -4.2% | +28.9% | -33.1% | -5.7% |
| 3M | +5.1% | +19.1% | -14.1% | +3.7% |
| 6M | +2.4% | -10.3% | +12.7% | +2.5% |
| YTD | +3.2% | +24.2% | -21.0% | +1.0% |
| 1Y | +1.5% | +116.5% | -115.0% | -4.0% |
| 3Y | +40.6% | +742.8% | -702.2% | +20.9% |
| 5Y | -1.0% | +753.3% | -754.3% | -16.8% |
| 10Y | +128.4% | +403.2% | -274.8% | +89.4% |
| All | +513.3% | +148.9% | +364.5% | +329.7% |
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 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