+1,024.7%
XLE vs IRM
+3,216.6%
-2,191.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +11.8% | -8.1% | +19.9% | +14.5% |
| 3M | +9.8% | -9.7% | +19.5% | +12.7% |
| 6M | +15.6% | +10.0% | +5.6% | +10.7% |
| YTD | +45.3% | +43.0% | +2.3% | +27.5% |
| 1Y | +48.3% | +32.7% | +15.6% | +32.5% |
| 3Y | +55.4% | +102.7% | -47.3% | +17.8% |
| 5Y | +216.1% | +187.6% | +28.5% | +109.5% |
| 10Y | +178.4% | +420.1% | -241.7% | +47.3% |
| All | +1,024.7% | +3,216.6% | -2,191.9% | +295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling