+14.8%
IGV vs XME
+108.0%
-93.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -6.0% | -6.1% | +0.1% | -3.8% |
| 3M | -4.8% | -18.6% | +13.8% | +2.7% |
| 6M | +14.2% | -23.9% | +38.1% | +25.7% |
| YTD | -4.2% | -9.3% | +5.1% | -3.6% |
| 1Y | -5.3% | +1.8% | -7.0% | -9.7% |
| 3Y | +38.8% | +93.0% | -54.2% | -5.0% |
| All | +14.8% | +108.0% | -93.1% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling