+181.5%
XME vs IRM
+190.5%
-9.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -0.2% | +3.0% | -3.2% | -1.6% |
| 30D | +1.4% | -5.2% | +6.6% | +3.7% |
| 3M | +2.7% | -8.0% | +10.8% | +6.3% |
| 6M | +6.5% | +9.2% | -2.6% | +1.9% |
| YTD | +15.2% | +41.0% | -25.8% | -2.5% |
| 1Y | +43.5% | +23.3% | +20.3% | +28.7% |
| 3Y | +135.9% | +102.8% | +33.0% | +51.7% |
| 5Y | +181.5% | +192.8% | -11.3% | +48.6% |
| All | +181.5% | +190.5% | -9.0% | +48.6% |
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