+35.0%
XLB vs IRM
+190.5%
-155.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -2.9% | +3.0% | -6.0% | -3.9% |
| 30D | -3.4% | -5.2% | +1.8% | -1.9% |
| 3M | +1.6% | -8.0% | +9.6% | +3.9% |
| 6M | +3.6% | +9.2% | -5.5% | -0.3% |
| YTD | +14.2% | +41.0% | -26.7% | +0.3% |
| 1Y | +15.6% | +23.3% | -7.7% | +5.7% |
| 3Y | +33.1% | +102.8% | -69.7% | -4.9% |
| 5Y | +35.0% | +192.8% | -157.7% | -17.8% |
| All | +35.0% | +190.5% | -155.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling