+70.0%
XLE vs IRM
+112.1%
-42.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +5.4% | +6.8% | -1.4% | +4.4% |
| 30D | -3.9% | +2.6% | -6.6% | -4.4% |
| 3M | +7.0% | -9.5% | +16.5% | +8.4% |
| 6M | +14.2% | -8.5% | +22.7% | +15.2% |
| YTD | +48.2% | +40.3% | +7.9% | +36.6% |
| 1Y | +47.7% | +28.7% | +19.0% | +38.6% |
| 3Y | +70.0% | +111.8% | -41.8% | +34.5% |
| All | +70.0% | +112.1% | -42.1% | +34.5% |
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 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