+22.9%
IP vs XME
+407.4%
-384.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | +6.0% | -16.8% | -13.5% |
| 3M | +11.2% | -7.7% | +18.9% | +14.7% |
| 6M | -10.2% | +1.0% | -11.2% | -11.9% |
| YTD | -2.0% | +14.6% | -16.6% | -10.6% |
| 1Y | -19.1% | +46.0% | -65.0% | -35.3% |
| 3Y | +20.9% | +127.0% | -106.2% | -24.8% |
| 5Y | -17.8% | +175.8% | -193.6% | -56.3% |
| All | +22.9% | +407.4% | -384.5% | -58.5% |
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