-2.0%
XRT vs IT
-30.5%
+28.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.5% |
| 7D | -2.4% | -9.1% | +6.7% | -1.5% |
| 30D | -6.9% | -12.2% | +5.2% | -5.9% |
| 3M | -0.4% | +7.8% | -8.2% | -1.6% |
| 6M | +2.2% | +2.0% | +0.2% | +1.4% |
| YTD | -0.7% | -32.7% | +32.1% | +4.8% |
| 1Y | -2.0% | -31.1% | +29.1% | +1.7% |
| All | -2.0% | -30.5% | +28.5% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling