+551.0%
XRT vs IBN
+857.7%
-306.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | +2.5% | +14.6% | -12.1% | -1.4% |
| 30D | +10.3% | +23.5% | -13.2% | +3.9% |
| 3M | +2.4% | +14.0% | -11.6% | -1.4% |
| 6M | +10.0% | +31.1% | -21.2% | +1.8% |
| YTD | +9.5% | +16.6% | -7.0% | +4.6% |
| 1Y | +17.2% | +14.9% | +2.2% | +12.3% |
| 3Y | +62.0% | +56.9% | +5.1% | +41.1% |
| 5Y | -2.1% | +69.7% | -71.8% | -16.7% |
| 10Y | +152.6% | +365.4% | -212.8% | +52.4% |
| All | +551.0% | +857.7% | -306.7% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling