-15.6%
XHB vs IRM
+20.9%
-36.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | -5.2% | -1.8% | -3.4% | -4.7% |
| 30D | -12.1% | -7.8% | -4.4% | -10.1% |
| 3M | -6.2% | -7.9% | +1.6% | -4.3% |
| 6M | -6.7% | +6.3% | -13.0% | -9.0% |
| YTD | -5.5% | +38.2% | -43.6% | -13.7% |
| 1Y | -15.6% | +19.8% | -35.5% | -20.8% |
| All | -15.6% | +20.9% | -36.6% | -20.8% |
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