+167.0%
IP vs XME
+242.3%
-75.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 3M | +11.2% | -7.7% | +18.9% | +15.0% |
| 6M | -10.2% | +1.0% | -11.2% | -12.1% |
| YTD | -2.0% | +14.6% | -16.6% | -11.4% |
| 1Y | -19.1% | +46.0% | -65.0% | -36.5% |
| 3Y | +20.9% | +127.0% | -106.2% | -27.4% |
| 5Y | -17.8% | +175.8% | -193.6% | -57.9% |
| 10Y | +23.5% | +414.6% | -391.1% | -58.9% |
| All | +167.0% | +242.3% | -75.3% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling