+133.2%
XRT vs IBN
+385.6%
-252.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.7% | +1.9% | -0.1% | +1.2% |
| 30D | +7.5% | +22.1% | -14.6% | +1.1% |
| 3M | +2.2% | +17.1% | -14.9% | -2.7% |
| 6M | +14.7% | +35.5% | -20.9% | +4.4% |
| YTD | +7.5% | +16.8% | -9.3% | +2.1% |
| 1Y | +14.1% | +12.4% | +1.7% | +9.6% |
| 3Y | +58.8% | +58.0% | +0.7% | +36.5% |
| 5Y | -3.9% | +73.7% | -77.6% | -19.9% |
| All | +133.2% | +385.6% | -252.3% | +58.4% |
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