+1,096.1%
XLY vs IRM
+3,104.2%
-2,008.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.9% | -1.8% | -2.1% | -3.3% |
| 30D | -6.1% | -7.8% | +1.6% | -3.8% |
| 3M | -1.2% | -7.9% | +6.7% | +0.9% |
| 6M | -1.8% | +6.3% | -8.1% | -4.6% |
| YTD | -5.9% | +38.2% | -44.0% | -16.3% |
| 1Y | -3.1% | +19.8% | -22.9% | -10.2% |
| 3Y | +36.0% | +98.8% | -62.8% | +4.7% |
| 5Y | +27.6% | +191.8% | -164.2% | -14.1% |
| 10Y | +216.8% | +428.8% | -212.0% | +68.8% |
| All | +1,096.1% | +3,104.2% | -2,008.2% | +267.2% |
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 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