+119.9%
XRT vs IVZ
+64.1%
+55.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -3.6% | -2.4% | -1.2% | -2.6% |
| 30D | -6.7% | +2.5% | -9.2% | -7.7% |
| 3M | -1.4% | +17.1% | -18.4% | -8.5% |
| 6M | +1.7% | +35.1% | -33.4% | -11.8% |
| YTD | -1.5% | +24.3% | -25.8% | -11.9% |
| 1Y | -2.5% | +48.7% | -51.1% | -19.6% |
| 3Y | +39.9% | +135.6% | -95.7% | -8.9% |
| 5Y | -2.6% | +60.3% | -63.0% | -27.2% |
| All | +119.9% | +64.1% | +55.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling