+1,075.5%
XLI vs IRM
+3,153.4%
-2,077.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +3.8% | +6.8% | -3.0% | +1.6% |
| 30D | +1.0% | +2.6% | -1.6% | 0.0% |
| 3M | -8.9% | -9.5% | +0.6% | -6.3% |
| 6M | -2.3% | -8.5% | +6.2% | -0.1% |
| YTD | +9.7% | +40.3% | -30.6% | -3.1% |
| 1Y | +12.3% | +28.7% | -16.4% | +2.0% |
| 3Y | +71.5% | +111.8% | -40.4% | +29.0% |
| 5Y | +70.2% | +189.1% | -118.9% | +14.0% |
| 10Y | +227.5% | +519.8% | -292.3% | +65.3% |
| All | +1,075.5% | +3,153.4% | -2,077.9% | +261.9% |
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