+1,299.8%
IGV vs XME
+170.7%
+1,129.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -6.0% | -6.1% | +0.1% | -3.9% |
| 3M | -4.8% | -18.6% | +13.8% | +2.2% |
| 6M | +14.2% | -23.9% | +38.1% | +24.7% |
| YTD | -4.2% | -9.3% | +5.1% | -3.0% |
| 1Y | -5.3% | +1.8% | -7.0% | -8.2% |
| 3Y | +38.8% | +93.0% | -54.2% | +4.3% |
| 5Y | +14.2% | +107.0% | -92.8% | -17.8% |
| 10Y | +357.6% | +266.9% | +90.6% | +147.5% |
| All | +1,299.8% | +170.7% | +1,129.1% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling