+548.2%
XRT vs IAG
+119.6%
+428.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -1.4% | +3.4% | -4.9% | -1.7% |
| 30D | +9.8% | -2.7% | +12.5% | +9.8% |
| 3M | +3.3% | -0.5% | +3.8% | +3.1% |
| 6M | +13.6% | -4.8% | +18.4% | +13.3% |
| YTD | +9.1% | +9.6% | -0.5% | +7.4% |
| 1Y | +15.1% | +32.2% | -17.1% | +12.0% |
| 3Y | +59.9% | +692.5% | -632.6% | +38.0% |
| 5Y | -1.7% | +447.6% | -449.3% | -15.5% |
| 10Y | +141.1% | +403.3% | -262.2% | +100.4% |
| All | +548.2% | +119.6% | +428.6% | +356.7% |
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