+633.7%
XLU vs IRM
+3,104.2%
-2,470.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -2.5% | -7.8% | +5.2% | -0.6% |
| 3M | -2.7% | -7.9% | +5.1% | -1.0% |
| 6M | -7.5% | +6.3% | -13.8% | -9.4% |
| YTD | +0.9% | +38.2% | -37.2% | -7.7% |
| 1Y | +3.3% | +19.8% | -16.5% | -2.5% |
| 3Y | +47.3% | +98.8% | -51.5% | +20.6% |
| 5Y | +44.4% | +191.8% | -147.4% | +6.2% |
| 10Y | +140.8% | +428.8% | -288.0% | +49.4% |
| All | +633.7% | +3,104.2% | -2,470.5% | +218.1% |
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 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