+22.4%
IP vs XME
+277.3%
-254.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.7% |
| 7D | -2.8% | +1.5% | -4.3% | -3.5% |
| 30D | +9.2% | -7.3% | +16.5% | +12.9% |
| 3M | -16.1% | -17.4% | +1.3% | -8.5% |
| 6M | +9.6% | -21.8% | +31.4% | +22.0% |
| YTD | -8.8% | -6.0% | -2.8% | -8.8% |
| 1Y | -5.5% | +3.8% | -9.3% | -10.5% |
| 3Y | +19.6% | +100.0% | -80.4% | -21.8% |
| 5Y | -13.5% | +116.1% | -129.5% | -48.3% |
| 10Y | +22.4% | +280.6% | -258.2% | -54.2% |
| All | +22.4% | +277.3% | -254.9% | -54.2% |
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