+50.7%
XRT vs IT
-51.0%
+101.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.0% |
| 7D | +0.9% | -16.9% | +17.8% | +4.0% |
| 30D | +7.9% | +2.3% | +5.6% | +7.4% |
| 3M | -0.2% | +2.9% | -3.0% | -1.1% |
| 6M | +5.6% | +25.9% | -20.3% | 0.0% |
| YTD | +5.7% | -24.6% | +30.3% | +11.4% |
| 1Y | +14.6% | -16.0% | +30.6% | +17.2% |
| 3Y | +50.7% | -51.6% | +102.2% | +82.9% |
| All | +50.7% | -51.0% | +101.7% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling