+1,477.5%
XLK vs IRM
+3,194.5%
-1,716.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.3% | +1.6% | +0.7% | +1.7% |
| 30D | -0.1% | -4.2% | +4.1% | +1.3% |
| 3M | +2.1% | -5.4% | +7.5% | +3.8% |
| 6M | +37.2% | +12.0% | +25.2% | +31.5% |
| YTD | +30.8% | +42.0% | -11.2% | +15.5% |
| 1Y | +42.6% | +29.9% | +12.8% | +29.2% |
| 3Y | +121.8% | +104.4% | +17.5% | +69.9% |
| 5Y | +145.7% | +191.0% | -45.3% | +65.7% |
| 10Y | +782.1% | +417.1% | +365.0% | +373.1% |
| All | +1,477.5% | +3,194.5% | -1,716.9% | +337.8% |
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