+45.4%
XEL vs IRM
+98.2%
-52.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -2.9% | -7.8% | +4.9% | -1.8% |
| 3M | -2.7% | -7.9% | +5.1% | -1.7% |
| 6M | -6.5% | +6.3% | -12.9% | -7.5% |
| YTD | +3.6% | +38.2% | -34.5% | -0.7% |
| 1Y | +7.5% | +19.8% | -12.3% | +4.5% |
| All | +45.4% | +98.2% | -52.7% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling