+55.6%
IOT vs XME
+190.0%
-134.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +1.6% |
| 7D | -0.8% | -3.0% | +2.2% | +0.9% |
| 30D | -4.7% | -2.6% | -2.1% | -3.7% |
| 3M | +17.8% | +2.2% | +15.6% | +14.3% |
| 6M | +16.8% | +0.7% | +16.1% | +11.8% |
| YTD | +8.4% | +10.9% | -2.5% | -5.5% |
| 1Y | -0.8% | +35.7% | -36.5% | -27.2% |
| 3Y | +25.7% | +127.1% | -101.4% | -40.2% |
| All | +55.6% | +190.0% | -134.4% | -49.0% |
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 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