+551.0%
XRT vs IVZ
+232.9%
+318.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +0.9% |
| 7D | +2.5% | +4.1% | -1.6% | +0.7% |
| 30D | +10.3% | -2.0% | +12.4% | +11.0% |
| 3M | +2.4% | -7.8% | +10.2% | +5.4% |
| 6M | +10.0% | +6.3% | +3.7% | +5.9% |
| YTD | +9.5% | +12.6% | -3.0% | +2.1% |
| 1Y | +17.2% | +27.6% | -10.5% | +3.4% |
| 3Y | +62.0% | +154.0% | -92.0% | +4.0% |
| 5Y | -2.1% | +37.3% | -39.4% | -20.3% |
| 10Y | +152.6% | +50.5% | +102.0% | +77.1% |
| All | +551.0% | +232.9% | +318.2% | +172.3% |
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