+65.0%
XLF vs IRM
+186.9%
-121.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | -1.6% | -7.8% | +6.1% | +0.4% |
| 3M | +9.3% | -7.9% | +17.1% | +11.3% |
| 6M | +14.6% | +6.3% | +8.3% | +11.4% |
| YTD | +4.7% | +38.2% | -33.4% | -6.4% |
| 1Y | +8.6% | +19.8% | -11.2% | +1.0% |
| 3Y | +73.9% | +98.8% | -24.9% | +29.0% |
| 5Y | +65.0% | +191.8% | -126.7% | +6.3% |
| All | +65.0% | +186.9% | -121.9% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling