+820.5%
XLB vs IRM
+3,216.6%
-2,396.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.9% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -0.4% | -8.1% | +7.7% | +2.2% |
| 3M | +2.0% | -9.7% | +11.6% | +5.0% |
| 6M | +1.8% | +10.0% | -8.2% | -2.2% |
| YTD | +16.6% | +43.0% | -26.4% | +2.3% |
| 1Y | +16.9% | +32.7% | -15.7% | +4.6% |
| 3Y | +32.6% | +102.7% | -70.2% | +0.5% |
| 5Y | +35.6% | +187.6% | -151.9% | -9.9% |
| 10Y | +160.0% | +420.1% | -260.1% | +35.9% |
| All | +820.5% | +3,216.6% | -2,396.1% | +190.4% |
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