-5.8%
XLC vs IRM
+19.5%
-25.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.6% |
| 30D | -6.0% | +5.6% | -11.6% | -6.3% |
| 3M | -6.0% | -4.7% | -1.3% | -5.8% |
| 6M | -9.1% | -6.1% | -3.0% | -8.8% |
| YTD | -10.0% | +46.3% | -56.4% | -13.9% |
| 1Y | -5.8% | +18.7% | -24.5% | -6.6% |
| All | -5.8% | +19.5% | -25.3% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling