+124.8%
XRT vs IRM
+418.7%
-293.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.4% | +3.0% | -5.4% | -3.7% |
| 30D | -6.9% | -5.2% | -1.7% | -5.0% |
| 3M | -0.4% | -8.0% | +7.6% | +2.5% |
| 6M | +2.2% | +9.2% | -6.9% | -3.1% |
| YTD | -0.7% | +41.0% | -41.7% | -16.7% |
| 1Y | -2.0% | +23.3% | -25.2% | -13.2% |
| 3Y | +41.0% | +102.8% | -61.8% | -6.7% |
| 5Y | -3.3% | +192.8% | -196.1% | -47.6% |
| 10Y | +124.8% | +439.6% | -314.8% | -11.9% |
| All | +124.8% | +418.7% | -293.9% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling