+259.3%
XME vs IRM
+524.5%
-265.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.9% |
| 7D | +5.3% | +8.6% | -3.3% | +1.5% |
| 30D | -8.2% | 0.0% | -8.2% | -8.3% |
| 3M | -18.4% | -7.1% | -11.2% | -15.9% |
| 6M | -22.8% | -7.9% | -14.9% | -20.3% |
| YTD | -7.9% | +41.3% | -49.2% | -22.1% |
| 1Y | -0.9% | +20.7% | -21.6% | -10.1% |
| 3Y | +96.0% | +112.2% | -16.2% | +30.3% |
| 5Y | +110.3% | +191.2% | -80.9% | +19.2% |
| All | +259.3% | +524.5% | -265.2% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling