+17.6%
IP vs XME
+260.6%
-243.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +7.9% | -6.1% | +14.1% | +11.0% |
| 3M | -15.3% | -18.6% | +3.3% | -7.0% |
| 6M | +10.5% | -23.9% | +34.4% | +24.6% |
| YTD | -9.4% | -9.3% | 0.0% | -7.9% |
| 1Y | -4.6% | +1.8% | -6.4% | -8.7% |
| 3Y | +21.2% | +93.0% | -71.8% | -19.3% |
| 5Y | -13.3% | +107.0% | -120.3% | -47.1% |
| All | +17.6% | +260.6% | -243.0% | -54.5% |
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