+432.8%
XYL vs IRM
+907.0%
-474.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.6% |
| 7D | -5.0% | -0.5% | -4.6% | -4.9% |
| 30D | -13.2% | -8.1% | -5.1% | -10.8% |
| 3M | -3.7% | -9.7% | +6.0% | -0.8% |
| 6M | -17.7% | +10.0% | -27.7% | -21.2% |
| YTD | -21.5% | +43.0% | -64.5% | -32.0% |
| 1Y | -24.5% | +32.7% | -57.2% | -33.2% |
| 3Y | +6.9% | +102.7% | -95.8% | -21.4% |
| 5Y | -18.1% | +187.6% | -205.6% | -47.7% |
| 10Y | +134.7% | +420.1% | -285.4% | +16.5% |
| All | +432.8% | +907.0% | -474.2% | +113.5% |
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