+513.3%
XRT vs IVZ
+280.7%
+232.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -4.2% | +4.0% | -8.2% | -5.8% |
| 3M | +5.1% | +18.2% | -13.1% | -2.7% |
| 6M | +2.4% | +32.8% | -30.4% | -10.2% |
| YTD | +3.2% | +28.7% | -25.6% | -8.7% |
| 1Y | +1.5% | +55.4% | -53.9% | -17.2% |
| 3Y | +40.6% | +135.2% | -94.6% | -6.6% |
| 5Y | -1.0% | +64.2% | -65.2% | -25.2% |
| 10Y | +128.4% | +64.6% | +63.8% | +54.7% |
| All | +513.3% | +280.7% | +232.6% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling