+148.1%
XRT vs IP
+26.3%
+121.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.1% |
| 7D | +0.9% | -5.1% | +5.9% | +3.2% |
| 30D | +7.9% | +8.5% | -0.6% | +4.1% |
| 3M | -0.2% | -13.8% | +13.7% | +6.1% |
| 6M | +5.6% | +5.7% | -0.2% | +1.3% |
| YTD | +5.7% | -9.1% | +14.8% | +6.5% |
| 1Y | +14.6% | -0.8% | +15.4% | +10.6% |
| 3Y | +50.7% | +14.8% | +35.9% | +26.4% |
| 5Y | -4.8% | -11.5% | +6.7% | -9.5% |
| All | +148.1% | +26.3% | +121.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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