+237.8%
XME vs IRM
+1,209.0%
-971.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.7% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +6.0% | -8.1% | +14.1% | +10.5% |
| 3M | -7.7% | -9.7% | +1.9% | -3.0% |
| 6M | +1.0% | +10.0% | -9.0% | -4.8% |
| YTD | +14.6% | +43.0% | -28.4% | -6.8% |
| 1Y | +46.0% | +32.7% | +13.3% | +22.9% |
| 3Y | +127.0% | +102.7% | +24.3% | +44.7% |
| 5Y | +175.8% | +187.6% | -11.8% | +41.7% |
| 10Y | +414.6% | +420.1% | -5.5% | +73.9% |
| All | +237.8% | +1,209.0% | -971.2% | -43.2% |
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