-3.2%
XRT vs IP
-12.5%
+9.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -1.3% |
| 7D | +2.3% | -5.0% | +7.3% | +4.3% |
| 30D | +9.8% | +6.5% | +3.3% | +7.1% |
| 3M | -0.2% | -18.0% | +17.9% | +7.3% |
| 6M | +8.4% | +10.3% | -1.9% | +2.8% |
| YTD | +7.5% | -9.9% | +17.4% | +8.9% |
| 1Y | +13.2% | -1.1% | +14.2% | +9.8% |
| 3Y | +52.0% | +13.0% | +39.0% | +25.8% |
| 5Y | -3.2% | -12.3% | +9.1% | -4.6% |
| All | -3.2% | -12.5% | +9.3% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling