+128.8%
XLP vs IRM
+480.4%
-351.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | 0.0% |
| 7D | +0.1% | -3.8% | +3.8% | +0.7% |
| 30D | +8.9% | -3.2% | +12.1% | +9.4% |
| 3M | +7.5% | -7.8% | +15.3% | +8.9% |
| 6M | +9.4% | -12.7% | +22.1% | +11.8% |
| YTD | +19.3% | +36.7% | -17.4% | +8.7% |
| 1Y | +21.7% | +10.0% | +11.7% | +16.8% |
| 3Y | +44.0% | +107.2% | -63.3% | +13.1% |
| 5Y | +42.8% | +181.6% | -138.8% | +0.7% |
| 10Y | +128.8% | +481.1% | -352.4% | +21.8% |
| All | +128.8% | +480.4% | -351.7% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling