-0.8%
IP vs XME
+2.5%
-3.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -0.2% |
| 7D | -5.1% | -4.5% | -0.6% | -3.7% |
| 30D | +8.5% | -10.9% | +19.4% | +12.4% |
| 3M | -13.8% | -15.3% | +1.4% | -9.4% |
| 6M | +5.7% | -24.6% | +30.4% | +14.2% |
| YTD | -9.1% | -9.6% | +0.5% | -9.9% |
| 1Y | -0.8% | +2.9% | -3.7% | -7.3% |
| All | -0.8% | +2.5% | -3.3% | -7.3% |
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