+4.9%
XRT vs IOT
+61.4%
-56.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.8% | +0.3% |
| 7D | +0.8% | -2.3% | +3.1% | +1.2% |
| 30D | -4.2% | +3.8% | -8.0% | -5.1% |
| 3M | +5.1% | +14.2% | -9.1% | +1.7% |
| 6M | +2.4% | +40.1% | -37.7% | -6.2% |
| YTD | +3.2% | +13.4% | -10.2% | -1.9% |
| 1Y | +1.5% | +12.2% | -10.6% | -4.1% |
| 3Y | +40.6% | +30.0% | +10.6% | +21.7% |
| All | +4.9% | +61.4% | -56.5% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling