+163.9%
XLE vs IRM
+480.4%
-316.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -0.8% |
| 7D | -7.9% | -3.8% | -4.1% | -7.0% |
| 30D | -4.8% | -3.2% | -1.6% | -4.2% |
| 3M | +8.4% | -7.8% | +16.2% | +10.5% |
| 6M | +12.7% | -12.7% | +25.4% | +16.4% |
| YTD | +41.3% | +36.7% | +4.6% | +22.7% |
| 1Y | +42.3% | +10.0% | +32.3% | +33.5% |
| 3Y | +65.1% | +107.2% | -42.2% | +14.9% |
| 5Y | +150.2% | +181.6% | -31.4% | +47.9% |
| 10Y | +163.9% | +481.1% | -317.2% | +11.5% |
| All | +163.9% | +480.4% | -316.5% | +11.5% |
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