+1.0%
XRT vs IOT
+55.2%
-54.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.9% |
| 7D | -2.4% | +5.1% | -7.5% | -3.3% |
| 30D | -6.9% | -3.0% | -3.9% | -6.6% |
| 3M | -0.4% | +15.0% | -15.4% | -3.7% |
| 6M | +2.2% | +13.1% | -10.9% | -1.8% |
| YTD | -0.7% | +9.0% | -9.7% | -4.9% |
| 1Y | -2.0% | +0.1% | -2.1% | -4.9% |
| 3Y | +41.0% | +26.4% | +14.6% | +22.7% |
| All | +1.0% | +55.2% | -54.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling