+145.1%
XRT vs IBN
+364.2%
-219.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +4.1% | +15.8% | -11.7% | -0.5% |
| 30D | +9.9% | +25.1% | -15.1% | +2.7% |
| 3M | +2.3% | +16.0% | -13.7% | -2.3% |
| 6M | +9.6% | +32.8% | -23.2% | +0.5% |
| YTD | +9.1% | +18.0% | -8.9% | +3.4% |
| 1Y | +16.2% | +15.9% | +0.4% | +10.7% |
| 3Y | +60.1% | +57.6% | +2.4% | +37.8% |
| 5Y | -0.5% | +74.7% | -75.2% | -17.1% |
| 10Y | +145.1% | +373.9% | -228.8% | +67.6% |
| All | +145.1% | +364.2% | -219.0% | +67.6% |
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