+561.3%
XLP vs IRM
+2,917.5%
-2,356.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.1% | +10.3% | +1.2% |
| 7D | +3.5% | -10.9% | +14.4% | +5.5% |
| 30D | +11.6% | -9.4% | +21.0% | +13.3% |
| 3M | +7.6% | -16.4% | +24.0% | +10.7% |
| 6M | +10.0% | -18.7% | +28.7% | +13.4% |
| YTD | +19.7% | +30.1% | -10.4% | +12.6% |
| 1Y | +23.5% | +8.5% | +14.9% | +19.9% |
| 3Y | +44.0% | +88.0% | -44.1% | +24.0% |
| 5Y | +42.7% | +167.6% | -124.9% | +13.6% |
| 10Y | +131.3% | +458.9% | -327.6% | +57.1% |
| All | +561.3% | +2,917.5% | -2,356.2% | +248.9% |
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