+12.2%
IOT vs XME
+46.4%
-34.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +3.8% | +6.0% | -2.2% | +3.2% |
| 3M | +14.2% | -7.7% | +21.9% | +17.2% |
| 6M | +40.1% | +1.0% | +39.2% | +41.5% |
| YTD | +13.4% | +14.6% | -1.2% | +6.8% |
| 1Y | +12.2% | +46.0% | -33.8% | -39.0% |
| All | +12.2% | +46.4% | -34.2% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling