+24.4%
IOT vs XME
+122.1%
-97.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -4.5% | -4.2% | -0.3% | -2.8% |
| 30D | -2.4% | -2.7% | +0.3% | -1.7% |
| 3M | +19.0% | -3.9% | +22.9% | +20.5% |
| 6M | +19.6% | -1.0% | +20.6% | +17.2% |
| YTD | +8.3% | +9.8% | -1.5% | -3.2% |
| 1Y | -0.8% | +32.5% | -33.4% | -24.3% |
| 3Y | +24.4% | +124.3% | -99.9% | -45.0% |
| All | +24.4% | +122.1% | -97.6% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling