+81.6%
XLF vs IRM
+112.1%
-30.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +2.7% | +6.8% | -4.1% | +1.3% |
| 30D | +7.6% | +2.6% | +5.0% | +7.0% |
| 3M | +1.1% | -9.5% | +10.5% | +2.7% |
| 6M | +15.9% | -8.5% | +24.4% | +17.3% |
| YTD | +8.4% | +40.3% | -31.8% | -1.0% |
| 1Y | +12.5% | +28.7% | -16.2% | +4.7% |
| 3Y | +81.6% | +111.8% | -30.3% | +38.0% |
| All | +81.6% | +112.1% | -30.5% | +38.0% |
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