+101.4%
XLP vs IRM
+418.8%
-317.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -0.9% | -8.1% | +7.2% | +0.9% |
| 3M | +3.8% | -9.7% | +13.5% | +5.8% |
| 6M | -1.7% | +10.0% | -11.7% | -4.8% |
| YTD | +10.3% | +43.0% | -32.7% | -0.2% |
| 1Y | +7.8% | +32.7% | -24.9% | -1.1% |
| 3Y | +27.2% | +102.7% | -75.5% | +1.1% |
| 5Y | +32.5% | +187.6% | -155.0% | -6.5% |
| All | +101.4% | +418.8% | -317.4% | +14.1% |
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