+137.4%
XME vs IRM
+101.2%
+36.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +3.6% | +1.6% | +2.0% | +2.9% |
| 30D | +3.6% | -4.2% | +7.8% | +5.2% |
| 3M | +1.2% | -5.4% | +6.6% | +3.0% |
| 6M | +9.0% | +12.0% | -3.0% | +4.4% |
| YTD | +15.9% | +42.0% | -26.1% | +1.2% |
| 1Y | +43.2% | +29.9% | +13.3% | +28.9% |
| 3Y | +137.4% | +104.4% | +33.0% | +53.0% |
| All | +137.4% | +101.2% | +36.1% | +53.0% |
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