+124.8%
XRT vs IBN
+312.2%
-187.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -2.4% | -5.1% | +2.7% | -0.9% |
| 30D | -6.9% | -3.5% | -3.4% | -6.0% |
| 3M | -0.4% | +11.3% | -11.7% | -3.6% |
| 6M | +2.2% | +4.4% | -2.2% | +0.8% |
| YTD | -0.7% | -1.8% | +1.1% | -0.5% |
| 1Y | -2.0% | -8.0% | +6.0% | -0.1% |
| 3Y | +41.0% | +27.1% | +14.0% | +29.9% |
| 5Y | -3.3% | +54.5% | -57.8% | -15.9% |
| 10Y | +124.8% | +314.2% | -189.4% | +61.4% |
| All | +124.8% | +312.2% | -187.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling