+145.5%
IP vs XME
+161.1%
-15.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.0% |
| 7D | -5.0% | -10.5% | +5.6% | +0.7% |
| 30D | +6.5% | -16.5% | +23.0% | +16.9% |
| 3M | -18.0% | -19.2% | +1.1% | -8.8% |
| 6M | +10.3% | -23.8% | +34.2% | +25.7% |
| YTD | -9.9% | -12.6% | +2.7% | -6.2% |
| 1Y | -1.1% | -0.1% | -0.9% | -4.5% |
| 3Y | +13.0% | +79.3% | -66.2% | -23.3% |
| 5Y | -12.3% | +108.2% | -120.5% | -47.8% |
| 10Y | +26.8% | +292.6% | -265.7% | -51.2% |
| All | +145.5% | +161.1% | -15.6% | -8.9% |
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