+177.1%
XHB vs IRM
+1,013.3%
-836.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.1% |
| 7D | -0.2% | +6.8% | -7.0% | -3.5% |
| 30D | +9.9% | +2.6% | +7.3% | +8.0% |
| 3M | -6.3% | -9.5% | +3.2% | -2.4% |
| 6M | +3.8% | -8.5% | +12.3% | +7.2% |
| YTD | +0.1% | +40.3% | -40.1% | -17.5% |
| 1Y | -0.8% | +28.7% | -29.5% | -14.9% |
| 3Y | +35.6% | +111.8% | -76.2% | -13.7% |
| 5Y | +29.6% | +189.1% | -159.6% | -30.9% |
| 10Y | +237.5% | +519.8% | -282.3% | +12.5% |
| All | +177.1% | +1,013.3% | -836.2% | -44.3% |
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