+30.8%
XLV vs IRM
+102.2%
-71.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -3.6% | -1.4% | -2.1% | -3.4% |
| 30D | -1.8% | -7.4% | +5.6% | -0.8% |
| 3M | +7.8% | -7.4% | +15.1% | +8.7% |
| 6M | +9.1% | +8.7% | +0.4% | +6.7% |
| YTD | +7.7% | +40.9% | -33.2% | +0.3% |
| 1Y | +20.4% | +20.5% | -0.1% | +15.0% |
| 3Y | +30.8% | +101.7% | -70.9% | +9.3% |
| All | +30.8% | +102.2% | -71.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling