+2.3%
IP vs XME
+5.2%
-2.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +3.4% | -5.5% | +8.9% | +5.2% |
| 30D | +11.2% | -11.1% | +22.3% | +15.3% |
| 3M | -14.8% | -11.1% | -3.6% | -11.7% |
| 6M | +17.3% | -18.0% | +35.3% | +24.0% |
| YTD | -6.2% | -7.4% | +1.2% | -7.7% |
| 1Y | +2.3% | +6.7% | -4.3% | -5.6% |
| All | +2.3% | +5.2% | -2.9% | -5.6% |
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