+548.2%
XRT vs IVZ
+229.6%
+318.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -1.4% | -2.8% | +1.3% | -0.4% |
| 30D | +9.8% | -2.2% | +11.9% | +10.5% |
| 3M | +3.3% | -8.1% | +11.4% | +6.5% |
| 6M | +13.6% | +3.8% | +9.8% | +10.5% |
| YTD | +9.1% | +11.5% | -2.4% | +2.0% |
| 1Y | +15.1% | +23.7% | -8.6% | +2.9% |
| 3Y | +59.9% | +145.8% | -85.9% | +4.1% |
| 5Y | -1.7% | +36.1% | -37.9% | -19.7% |
| 10Y | +141.1% | +42.4% | +98.7% | +73.0% |
| All | +548.2% | +229.6% | +318.5% | +172.1% |
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