+124.6%
XLP vs IRM
+456.9%
-332.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.5% |
| 7D | +0.7% | -8.6% | +9.3% | +2.6% |
| 30D | +10.3% | -8.0% | +18.2% | +11.9% |
| 3M | +6.5% | -12.0% | +18.5% | +9.0% |
| 6M | +8.4% | -18.2% | +26.5% | +12.4% |
| YTD | +18.2% | +31.4% | -13.2% | +8.6% |
| 1Y | +22.4% | +9.2% | +13.3% | +17.5% |
| 3Y | +41.9% | +94.6% | -52.7% | +13.2% |
| 5Y | +40.9% | +170.2% | -129.3% | +0.3% |
| All | +124.6% | +456.9% | -332.3% | +21.1% |
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