+356.3%
IGV vs XME
+426.6%
-70.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.7% |
| 7D | -5.4% | -3.0% | -2.3% | -4.3% |
| 30D | -2.6% | -2.6% | 0.0% | -1.9% |
| 3M | +10.5% | +2.2% | +8.4% | +9.0% |
| 6M | +18.2% | +0.7% | +17.5% | +16.3% |
| YTD | -4.2% | +10.9% | -15.1% | -9.8% |
| 1Y | -9.8% | +35.7% | -45.5% | -22.0% |
| 3Y | +39.1% | +127.1% | -88.0% | -3.1% |
| 5Y | +21.2% | +168.5% | -147.3% | -21.9% |
| All | +356.3% | +426.6% | -70.3% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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