+548.6%
XRT vs IRM
+1,150.5%
-601.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +4.1% | -5.1% | +9.2% | +6.2% |
| 30D | +9.9% | -3.3% | +13.2% | +11.0% |
| 3M | +2.3% | -8.2% | +10.4% | +5.2% |
| 6M | +9.6% | -12.8% | +22.3% | +14.6% |
| YTD | +9.1% | +36.6% | -27.5% | -7.2% |
| 1Y | +16.2% | +11.9% | +4.3% | +7.5% |
| 3Y | +60.1% | +105.1% | -45.0% | +8.4% |
| 5Y | -0.5% | +182.4% | -182.9% | -42.5% |
| 10Y | +145.1% | +505.1% | -360.0% | -2.7% |
| All | +548.6% | +1,150.5% | -601.9% | +66.6% |
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