+167.1%
XME vs IRM
+1,184.1%
-1,017.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +0.3% | +6.8% | -6.5% | -3.1% |
| 30D | -6.1% | +2.6% | -8.7% | -7.6% |
| 3M | -18.6% | -9.5% | -9.2% | -14.6% |
| 6M | -23.9% | -8.5% | -15.4% | -20.8% |
| YTD | -9.3% | +40.3% | -49.6% | -25.7% |
| 1Y | +1.8% | +28.7% | -26.9% | -12.7% |
| 3Y | +93.0% | +111.8% | -18.8% | +19.8% |
| 5Y | +107.0% | +189.1% | -82.1% | +6.0% |
| 10Y | +266.9% | +519.8% | -252.9% | +11.3% |
| All | +167.1% | +1,184.1% | -1,017.0% | -54.7% |
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