+0.2%
XRT vs IOT
+54.4%
-54.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -6.7% | -4.7% | -2.0% | -6.0% |
| 3M | -1.4% | +17.8% | -19.2% | -5.1% |
| 6M | +1.7% | +16.8% | -15.1% | -3.0% |
| YTD | -1.5% | +8.4% | -9.9% | -5.5% |
| 1Y | -2.5% | -0.8% | -1.7% | -5.2% |
| 3Y | +39.9% | +25.7% | +14.2% | +21.9% |
| All | +0.2% | +54.4% | -54.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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