+168.8%
XLB vs IRM
+514.0%
-345.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | -1.6% | -5.3% | +3.6% | 0.0% |
| 30D | +7.2% | -2.3% | +9.6% | +7.8% |
| 3M | 0.0% | -7.4% | +7.5% | +2.1% |
| 6M | +2.3% | -12.2% | +14.5% | +6.1% |
| YTD | +18.4% | +38.6% | -20.2% | +3.1% |
| 1Y | +23.3% | +14.9% | +8.4% | +14.7% |
| 3Y | +45.2% | +108.2% | -63.0% | +3.2% |
| 5Y | +31.0% | +183.8% | -152.9% | -19.1% |
| 10Y | +168.8% | +512.6% | -343.8% | +18.5% |
| All | +168.8% | +514.0% | -345.2% | +18.5% |
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