-0.8%
XHB vs IRM
+20.8%
-21.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -0.2% | +6.8% | -7.0% | -2.3% |
| 30D | +9.9% | +2.6% | +7.3% | +8.7% |
| 3M | -6.3% | -9.5% | +3.2% | -3.6% |
| 6M | +3.8% | -8.5% | +12.3% | +6.0% |
| YTD | +0.1% | +40.3% | -40.1% | -11.7% |
| 1Y | -0.8% | +28.7% | -29.5% | -9.4% |
| All | -0.8% | +20.8% | -21.6% | -9.4% |
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