+513.3%
XRT vs IT
+1,220.3%
-706.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.8% |
| 7D | +0.8% | -6.0% | +6.8% | +3.1% |
| 30D | -4.2% | 0.0% | -4.2% | -4.6% |
| 3M | +5.1% | +13.1% | -8.0% | -2.7% |
| 6M | +2.4% | +11.7% | -9.3% | -6.1% |
| YTD | +3.2% | -26.1% | +29.3% | +10.3% |
| 1Y | +1.5% | -21.3% | +22.8% | +4.7% |
| 3Y | +40.6% | -46.7% | +87.3% | +64.4% |
| 5Y | -1.0% | -40.5% | +39.5% | +8.7% |
| 10Y | +128.4% | +103.9% | +24.5% | +33.0% |
| All | +513.3% | +1,220.3% | -706.9% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling