+379.4%
XYL vs IRM
+876.3%
-496.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | -5.9% | -5.3% | -0.6% | -4.4% |
| 30D | -7.3% | -2.3% | -5.0% | -7.1% |
| 3M | -22.5% | -7.4% | -15.1% | -21.0% |
| 6M | -14.4% | -12.2% | -2.2% | -11.5% |
| YTD | -29.4% | +38.6% | -68.0% | -38.6% |
| 1Y | -35.6% | +14.9% | -50.5% | -40.2% |
| 3Y | +0.3% | +108.2% | -107.9% | -27.6% |
| 5Y | -22.3% | +183.8% | -206.2% | -50.4% |
| 10Y | +103.2% | +512.6% | -409.4% | -3.2% |
| All | +379.4% | +876.3% | -496.9% | +92.9% |
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 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