+64.9%
XLC vs IRM
+104.5%
-39.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.7% |
| 7D | +7.1% | -3.8% | +10.8% | +7.7% |
| 30D | -2.7% | -3.2% | +0.5% | -2.4% |
| 3M | -3.2% | -7.8% | +4.6% | -2.1% |
| 6M | -7.7% | -12.7% | +5.1% | -5.9% |
| YTD | -8.0% | +36.7% | -44.7% | -15.6% |
| 1Y | -3.1% | +10.0% | -13.1% | -6.4% |
| 3Y | +64.9% | +107.2% | -42.3% | +27.3% |
| All | +64.9% | +104.5% | -39.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling