+1.7%
XEL vs IRM
+19.5%
-17.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | +4.3% | +2.6% | +1.7% | +3.8% |
| 30D | +12.6% | +5.6% | +7.0% | +11.4% |
| 3M | +4.4% | -4.7% | +9.1% | +5.1% |
| 6M | +0.7% | -6.1% | +6.8% | +1.6% |
| YTD | +11.5% | +46.3% | -34.8% | +5.4% |
| 1Y | +1.7% | +18.7% | -17.0% | -1.0% |
| All | +1.7% | +19.5% | -17.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling