+823.0%
XLB vs IRM
+3,177.2%
-2,354.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.9% |
| 7D | 0.0% | +8.6% | -8.6% | -2.7% |
| 30D | +5.3% | 0.0% | +5.3% | +4.9% |
| 3M | 0.0% | -7.1% | +7.2% | +1.9% |
| 6M | +1.2% | -7.9% | +9.1% | +3.1% |
| YTD | +16.9% | +41.3% | -24.4% | +2.5% |
| 1Y | +20.9% | +20.7% | +0.2% | +11.4% |
| 3Y | +43.3% | +112.2% | -68.8% | +6.6% |
| 5Y | +28.3% | +191.2% | -162.9% | -15.3% |
| 10Y | +165.3% | +524.3% | -359.0% | +30.7% |
| All | +823.0% | +3,177.2% | -2,354.2% | +191.1% |
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