+1,001.9%
XEL vs IRM
+9,897.4%
-8,895.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +1.3% | +1.6% | -0.3% | +1.0% |
| 30D | -1.5% | -4.2% | +2.7% | -0.8% |
| 3M | -0.2% | -5.4% | +5.2% | +0.6% |
| 6M | -5.4% | +12.0% | -17.5% | -7.8% |
| YTD | +5.6% | +42.0% | -36.4% | -1.6% |
| 1Y | +10.5% | +29.9% | -19.4% | +4.2% |
| 3Y | +49.2% | +104.4% | -55.2% | +27.1% |
| 5Y | +30.1% | +191.0% | -160.9% | +2.7% |
| 10Y | +146.7% | +417.1% | -270.4% | +71.6% |
| All | +1,001.9% | +9,897.4% | -8,895.5% | +485.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling