-6.7%
IP vs XME
+0.8%
-7.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.4% |
| 7D | -0.9% | +5.3% | -6.2% | -2.5% |
| 30D | +6.7% | -8.2% | +14.9% | +9.4% |
| 3M | -16.6% | -18.4% | +1.8% | -11.3% |
| 6M | +6.0% | -22.8% | +28.8% | +13.7% |
| YTD | -10.7% | -7.9% | -2.8% | -12.3% |
| 1Y | -6.7% | -0.9% | -5.8% | -11.1% |
| All | -6.7% | +0.8% | -7.4% | -11.1% |
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 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