+80.4%
XLI vs IRM
+186.9%
-106.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -2.3% | -1.8% | -0.5% | -1.7% |
| 30D | -8.2% | -7.8% | -0.4% | -5.8% |
| 3M | +0.8% | -7.9% | +8.6% | +3.1% |
| 6M | +0.8% | +6.3% | -5.5% | -2.0% |
| YTD | +10.5% | +38.2% | -27.6% | -2.0% |
| 1Y | +14.1% | +19.8% | -5.7% | +5.7% |
| 3Y | +68.6% | +98.8% | -30.2% | +23.7% |
| 5Y | +80.4% | +191.8% | -111.4% | +12.4% |
| All | +80.4% | +186.9% | -106.5% | +12.4% |
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