+133.2%
XRT vs IT
+90.0%
+43.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.7% | +1.1% | +0.7% | +1.4% |
| 30D | +7.5% | -1.8% | +9.3% | +7.6% |
| 3M | +2.2% | +4.8% | -2.6% | -0.6% |
| 6M | +14.7% | +33.0% | -18.4% | +0.1% |
| YTD | +7.5% | -23.8% | +31.3% | +13.2% |
| 1Y | +14.1% | -16.5% | +30.6% | +15.7% |
| 3Y | +58.8% | -53.6% | +112.4% | +98.0% |
| 5Y | -3.9% | -42.1% | +38.2% | +5.8% |
| All | +133.2% | +90.0% | +43.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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