+2.4%
XLU vs IRM
+22.0%
-19.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -3.3% | -7.4% | +4.1% | -2.1% |
| 3M | -3.2% | -7.4% | +4.2% | -2.0% |
| 6M | -7.0% | +8.7% | -15.6% | -8.7% |
| YTD | +0.6% | +40.9% | -40.3% | -4.8% |
| 1Y | +2.4% | +20.5% | -18.1% | +0.2% |
| All | +2.4% | +22.0% | -19.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling