+136.0%
XLC vs IRM
+425.7%
-289.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.7% | +6.8% | -3.1% | +1.8% |
| 30D | -1.9% | +2.6% | -4.5% | -3.0% |
| 3M | -3.1% | -9.5% | +6.4% | -0.8% |
| 6M | -6.4% | -8.5% | +2.1% | -4.9% |
| YTD | -6.8% | +40.3% | -47.1% | -17.9% |
| 1Y | -1.7% | +28.7% | -30.4% | -11.2% |
| 3Y | +64.7% | +111.8% | -47.1% | +21.2% |
| 5Y | +41.1% | +189.1% | -148.0% | -8.0% |
| All | +136.0% | +425.7% | -289.7% | +19.6% |
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 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