+1,346.5%
IGV vs XME
+242.3%
+1,104.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +3.2% | +6.0% | -2.8% | +0.9% |
| 3M | +4.5% | -7.7% | +12.3% | +7.0% |
| 6M | +22.1% | +1.0% | +21.2% | +20.0% |
| YTD | -1.0% | +14.6% | -15.7% | -7.7% |
| 1Y | -2.1% | +46.0% | -48.1% | -17.0% |
| 3Y | +44.6% | +127.0% | -82.4% | +2.6% |
| 5Y | +22.2% | +175.8% | -153.7% | -20.8% |
| 10Y | +364.7% | +414.6% | -49.9% | +122.0% |
| All | +1,346.5% | +242.3% | +1,104.2% | +544.1% |
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