+569.2%
IJH vs XME
+231.2%
+338.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.7% |
| 7D | -2.5% | -3.0% | +0.6% | -1.2% |
| 30D | -5.0% | -2.6% | -2.4% | -4.2% |
| 3M | +0.5% | +2.2% | -1.6% | -1.2% |
| 6M | +8.2% | +0.7% | +7.5% | +6.3% |
| YTD | +12.4% | +10.9% | +1.5% | +5.0% |
| 1Y | +14.4% | +35.7% | -21.3% | -3.3% |
| 3Y | +49.5% | +127.1% | -77.6% | -1.1% |
| 5Y | +47.8% | +168.5% | -120.7% | -11.8% |
| 10Y | +180.4% | +416.9% | -236.6% | +18.1% |
| All | +569.2% | +231.2% | +338.0% | +167.5% |
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