+170.7%
XLE vs IRM
+407.3%
-236.6%
-66.8%
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 | 0.0% | +1.6% | -1.6% | -0.6% |
| 30D | +12.6% | -4.2% | +16.8% | +14.1% |
| 3M | +11.8% | -5.4% | +17.2% | +13.2% |
| 6M | +16.1% | +12.0% | +4.1% | +9.8% |
| YTD | +46.9% | +42.0% | +4.8% | +26.7% |
| 1Y | +53.3% | +29.9% | +23.4% | +35.7% |
| 3Y | +54.9% | +104.4% | -49.4% | +9.6% |
| 5Y | +225.7% | +191.0% | +34.7% | +92.3% |
| 10Y | +170.7% | +417.1% | -246.4% | +19.4% |
| All | +170.7% | +407.3% | -236.6% | +19.4% |
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 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