+99.4%
XYL vs IRM
+520.0%
-420.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.7% | +6.8% | -10.5% | -6.2% |
| 30D | -8.3% | +2.6% | -10.9% | -9.8% |
| 3M | -21.4% | -9.5% | -12.0% | -19.1% |
| 6M | -12.9% | -8.5% | -4.4% | -11.1% |
| YTD | -30.1% | +40.3% | -70.3% | -40.7% |
| 1Y | -35.2% | +28.7% | -63.8% | -43.1% |
| 3Y | -0.8% | +111.8% | -112.6% | -33.2% |
| 5Y | -23.2% | +189.1% | -212.3% | -55.7% |
| All | +99.4% | +520.0% | -420.6% | -19.1% |
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