+26.5%
IP vs XME
+300.2%
-273.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -0.8% |
| 7D | -5.1% | -4.5% | -0.6% | -3.0% |
| 30D | +8.5% | -10.9% | +19.4% | +14.4% |
| 3M | -13.8% | -15.3% | +1.4% | -7.2% |
| 6M | +5.7% | -24.6% | +30.4% | +19.7% |
| YTD | -9.1% | -9.6% | +0.5% | -7.4% |
| 1Y | -0.8% | +2.9% | -3.7% | -5.6% |
| 3Y | +14.8% | +86.9% | -72.1% | -22.2% |
| 5Y | -11.5% | +115.2% | -126.7% | -47.2% |
| All | +26.5% | +300.2% | -273.7% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling