+124.8%
XRT vs IT
+88.4%
+36.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | -2.4% | -9.1% | +6.7% | +0.5% |
| 30D | -6.9% | -12.2% | +5.2% | -3.2% |
| 3M | -0.4% | +7.8% | -8.2% | -5.1% |
| 6M | +2.2% | +2.0% | +0.2% | -1.8% |
| YTD | -0.7% | -32.7% | +32.1% | +9.8% |
| 1Y | -2.0% | -31.1% | +29.1% | +6.6% |
| 3Y | +41.0% | -52.1% | +93.1% | +71.0% |
| 5Y | -3.3% | -46.3% | +43.0% | +9.4% |
| 10Y | +124.8% | +91.4% | +33.5% | +52.1% |
| All | +124.8% | +88.4% | +36.4% | +52.1% |
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