+133.2%
XRT vs IRM
+520.0%
-386.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +1.7% | +6.8% | -5.1% | -1.1% |
| 30D | +7.5% | +2.6% | +4.9% | +5.8% |
| 3M | +2.2% | -9.5% | +11.7% | +5.8% |
| 6M | +14.7% | -8.5% | +23.1% | +17.5% |
| YTD | +7.5% | +40.3% | -32.8% | -10.5% |
| 1Y | +14.1% | +28.7% | -14.6% | -1.3% |
| 3Y | +58.8% | +111.8% | -53.1% | +1.4% |
| 5Y | -3.9% | +189.1% | -193.0% | -48.6% |
| All | +133.2% | +520.0% | -386.8% | -15.2% |
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 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