+28.4%
XLY vs IRM
+197.3%
-168.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -4.2% | -7.4% | +3.2% | -1.8% |
| 3M | -2.7% | -7.4% | +4.7% | -0.7% |
| 6M | -0.6% | +8.7% | -9.3% | -4.9% |
| YTD | -5.0% | +40.9% | -46.0% | -18.1% |
| 1Y | -4.1% | +20.5% | -24.6% | -12.6% |
| 3Y | +33.6% | +101.7% | -68.1% | -8.4% |
| All | +28.4% | +197.3% | -168.9% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling