+233.4%
XHB vs IRM
+520.0%
-286.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.1% |
| 7D | -0.2% | +6.8% | -7.0% | -3.2% |
| 30D | +9.9% | +2.6% | +7.3% | +8.2% |
| 3M | -6.3% | -9.5% | +3.2% | -2.7% |
| 6M | +3.8% | -8.5% | +12.3% | +7.0% |
| YTD | +0.1% | +40.3% | -40.1% | -16.3% |
| 1Y | -0.8% | +28.7% | -29.5% | -13.8% |
| 3Y | +35.6% | +111.8% | -76.2% | -11.8% |
| 5Y | +29.6% | +189.1% | -159.6% | -28.6% |
| All | +233.4% | +520.0% | -286.6% | +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 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