+374.7%
XYL vs IRM
+887.8%
-513.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.7% | +6.8% | -10.5% | -5.9% |
| 30D | -8.3% | +2.6% | -10.9% | -9.7% |
| 3M | -21.4% | -9.5% | -12.0% | -19.3% |
| 6M | -12.9% | -8.5% | -4.4% | -11.3% |
| YTD | -30.1% | +40.3% | -70.3% | -39.4% |
| 1Y | -35.2% | +28.7% | -63.8% | -42.1% |
| 3Y | -0.8% | +111.8% | -112.6% | -28.7% |
| 5Y | -23.2% | +189.1% | -212.3% | -51.3% |
| 10Y | +101.2% | +519.8% | -418.6% | -4.5% |
| All | +374.7% | +887.8% | -513.0% | +90.2% |
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 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