+1,117.4%
XLI vs IRM
+3,216.6%
-2,099.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -5.9% | -8.1% | +2.1% | -3.5% |
| 3M | -0.3% | -9.7% | +9.4% | +2.7% |
| 6M | +0.1% | +10.0% | -9.9% | -3.6% |
| YTD | +13.6% | +43.0% | -29.4% | +0.1% |
| 1Y | +17.2% | +32.7% | -15.5% | +5.2% |
| 3Y | +68.2% | +102.7% | -34.5% | +28.7% |
| 5Y | +80.7% | +187.6% | -106.8% | +21.4% |
| 10Y | +253.3% | +420.1% | -166.8% | +88.1% |
| All | +1,117.4% | +3,216.6% | -2,099.2% | +273.6% |
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