+171.4%
XME vs IRM
+1,193.4%
-1,022.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -3.1% |
| 7D | +5.3% | +8.6% | -3.3% | +0.8% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -18.4% | -7.1% | -11.2% | -15.5% |
| 6M | -22.8% | -7.9% | -14.9% | -19.9% |
| YTD | -7.9% | +41.3% | -49.2% | -24.8% |
| 1Y | -0.9% | +20.7% | -21.6% | -12.1% |
| 3Y | +96.0% | +112.2% | -16.2% | +21.6% |
| 5Y | +110.3% | +191.2% | -80.9% | +7.3% |
| 10Y | +272.8% | +524.3% | -251.5% | +12.7% |
| All | +171.4% | +1,193.4% | -1,022.0% | -54.2% |
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