+120.4%
XLK vs IRM
+102.2%
+18.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.7% |
| 30D | -0.6% | -7.4% | +6.8% | +2.0% |
| 3M | +2.6% | -7.4% | +9.9% | +5.0% |
| 6M | +34.0% | +8.7% | +25.3% | +29.6% |
| YTD | +30.7% | +40.9% | -10.3% | +15.1% |
| 1Y | +39.2% | +20.5% | +18.7% | +29.0% |
| 3Y | +120.4% | +101.7% | +18.7% | +62.3% |
| All | +120.4% | +102.2% | +18.3% | +62.3% |
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 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