+204.0%
XHB vs IRM
+430.1%
-226.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.4% |
| 7D | -5.2% | -1.8% | -3.4% | -4.4% |
| 30D | -12.1% | -7.8% | -4.4% | -9.1% |
| 3M | -6.2% | -7.9% | +1.6% | -3.2% |
| 6M | -6.7% | +6.3% | -13.0% | -10.2% |
| YTD | -5.5% | +38.2% | -43.6% | -19.8% |
| 1Y | -15.6% | +19.8% | -35.5% | -24.1% |
| 3Y | +22.0% | +98.8% | -76.8% | -17.1% |
| 5Y | +31.8% | +191.8% | -159.9% | -26.6% |
| All | +204.0% | +430.1% | -226.1% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling